+670.3%
NFLX vs KEY
+167.0%
+503.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | -5.0% | +2.7% | -7.7% | -5.4% |
| 30D | +3.5% | -3.2% | +6.8% | +4.1% |
| 3M | -7.1% | +1.0% | -8.1% | -7.4% |
| 6M | -22.5% | +11.9% | -34.3% | -24.1% |
| YTD | -18.1% | +8.7% | -26.8% | -19.6% |
| 1Y | -38.3% | +18.5% | -56.8% | -40.5% |
| 3Y | +73.4% | +124.0% | -50.6% | +45.9% |
| 5Y | +26.7% | +40.8% | -14.2% | +14.5% |
| 10Y | +670.3% | +167.0% | +503.3% | +418.0% |
| All | +670.3% | +167.0% | +503.3% | +418.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling