-8.5%
NFLX vs KEY
+13.1%
-21.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.0% | +2.9% | -4.9% | -2.5% |
| 30D | -11.9% | +8.4% | -20.4% | -13.3% |
| 3M | -20.6% | -5.8% | -14.8% | -19.7% |
| 6M | -29.0% | +5.4% | -34.5% | -29.9% |
| YTD | -33.7% | +7.1% | -40.8% | -35.0% |
| 1Y | -46.2% | +26.8% | -73.0% | -49.1% |
| 3Y | +39.8% | +128.7% | -88.9% | +12.5% |
| All | -8.5% | +13.1% | -21.6% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling