+73.8%
NFLX vs KEYS
+154.3%
-80.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +1.4% |
| 7D | -1.1% | +3.5% | -4.6% | -1.5% |
| 30D | +4.3% | -4.5% | +8.8% | +4.7% |
| 3M | -4.8% | -0.4% | -4.4% | -5.4% |
| 6M | -18.4% | +19.1% | -37.6% | -22.5% |
| YTD | -17.4% | +66.7% | -84.1% | -28.3% |
| 1Y | -35.7% | +96.5% | -132.1% | -47.0% |
| 3Y | +73.8% | +155.2% | -81.4% | +30.2% |
| All | +73.8% | +154.3% | -80.5% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling