-2.5%
NFLX vs KGC
+296.2%
-298.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.9% | +0.4% |
| 7D | +2.6% | +11.1% | -8.6% | +0.6% |
| 30D | -9.0% | -3.7% | -5.3% | -8.7% |
| 3M | -13.7% | -17.2% | +3.5% | -11.4% |
| 6M | -26.9% | -27.3% | +0.4% | -23.6% |
| YTD | -31.8% | -18.5% | -13.3% | -31.6% |
| 1Y | -42.1% | -5.7% | -36.3% | -43.9% |
| 3Y | +47.0% | +336.5% | -289.5% | -7.7% |
| 5Y | -2.5% | +298.7% | -301.2% | -37.9% |
| All | -2.5% | +296.2% | -298.7% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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