+31.3%
NFLX vs KWEB
-42.7%
+74.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.7% |
| 7D | -1.1% | -5.6% | +4.5% | +0.4% |
| 30D | +4.3% | -10.7% | +15.0% | +7.4% |
| 3M | -4.8% | -7.4% | +2.7% | -2.9% |
| 6M | -18.4% | -19.3% | +0.9% | -14.0% |
| YTD | -17.4% | -27.8% | +10.3% | -10.6% |
| 1Y | -35.7% | -35.9% | +0.3% | -28.1% |
| 3Y | +73.8% | -1.9% | +75.7% | +65.1% |
| All | +31.3% | -42.7% | +74.1% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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