+73.8%
NFLX vs KNX
+34.6%
+39.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.4% | +1.9% |
| 7D | -1.1% | -5.6% | +4.5% | -0.9% |
| 30D | +4.3% | -4.4% | +8.7% | +4.5% |
| 3M | -4.8% | -17.3% | +12.6% | -4.0% |
| 6M | -18.4% | +22.6% | -41.1% | -19.4% |
| YTD | -17.4% | +31.1% | -48.6% | -18.6% |
| 1Y | -35.7% | +60.2% | -95.9% | -37.4% |
| 3Y | +73.8% | +35.8% | +38.0% | +66.5% |
| All | +73.8% | +34.6% | +39.2% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling