-39.3%
NFLX vs KEYS
+55.9%
-95.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.3% | +11.0% | +3.7% |
| 7D | +7.1% | -14.8% | +21.9% | +4.7% |
| 30D | -1.6% | -25.6% | +23.9% | -5.3% |
| 3M | -9.8% | -16.2% | +6.5% | -11.7% |
| 6M | -27.1% | -18.6% | -8.4% | -28.6% |
| YTD | -29.2% | +40.7% | -69.9% | -30.9% |
| 1Y | -39.3% | +59.6% | -98.9% | -40.2% |
| All | -39.3% | +55.9% | -95.2% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling