-37.8%
NFLX vs KNX
+67.7%
-105.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.5% | -8.8% | -5.4% |
| 7D | -4.2% | +7.1% | -11.3% | -4.3% |
| 30D | +5.5% | +1.7% | +3.8% | +5.5% |
| 3M | -4.1% | -8.1% | +4.1% | -3.8% |
| 6M | -20.7% | +14.0% | -34.7% | -21.2% |
| YTD | -16.5% | +38.5% | -55.0% | -16.7% |
| 1Y | -37.8% | +65.4% | -103.2% | -38.6% |
| All | -37.8% | +67.7% | -105.5% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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