+681.4%
NFLX vs KEYS
+1,049.9%
-368.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +0.3% |
| 7D | -1.1% | +3.5% | -4.6% | -2.4% |
| 30D | +4.3% | -4.5% | +8.8% | +5.7% |
| 3M | -4.8% | -0.4% | -4.4% | -6.7% |
| 6M | -18.4% | +19.1% | -37.6% | -27.2% |
| YTD | -17.4% | +66.7% | -84.1% | -38.2% |
| 1Y | -35.7% | +96.5% | -132.1% | -56.1% |
| 3Y | +73.8% | +155.2% | -81.4% | -0.9% |
| 5Y | +29.3% | +88.0% | -58.7% | -14.4% |
| All | +681.4% | +1,049.9% | -368.5% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling