+681.4%
NFLX vs KNX
+166.7%
+514.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.4% | +2.1% |
| 7D | -1.1% | -5.6% | +4.5% | +0.1% |
| 30D | +4.3% | -4.4% | +8.7% | +5.1% |
| 3M | -4.8% | -17.3% | +12.6% | -1.3% |
| 6M | -18.4% | +22.6% | -41.1% | -22.9% |
| YTD | -17.4% | +31.1% | -48.6% | -23.4% |
| 1Y | -35.7% | +60.2% | -95.9% | -43.4% |
| 3Y | +73.8% | +35.8% | +38.0% | +54.2% |
| 5Y | +29.3% | +38.9% | -9.6% | +13.1% |
| All | +681.4% | +166.7% | +514.7% | +469.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling