+63,430.7%
NFLX vs KNX
+920.9%
+62,509.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -8.1% | -0.5% | -7.6% | -8.0% |
| 30D | +1.6% | +1.0% | +0.6% | +1.1% |
| 3M | -7.3% | -12.6% | +5.3% | -4.5% |
| 6M | -21.6% | +21.1% | -42.7% | -26.5% |
| YTD | -18.9% | +33.2% | -52.1% | -26.3% |
| 1Y | -39.1% | +67.8% | -106.9% | -48.5% |
| 3Y | +71.7% | +37.3% | +34.3% | +48.1% |
| 5Y | +27.0% | +41.1% | -14.1% | +7.7% |
| 10Y | +687.7% | +170.6% | +517.1% | +414.7% |
| All | +63,430.7% | +920.9% | +62,509.8% | +27,700.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling