+2,036.4%
NFLX vs KWEB
+22.0%
+2,014.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | -8.1% | -3.6% | -4.5% | -6.9% |
| 30D | -0.3% | -14.9% | +14.6% | +5.9% |
| 3M | -6.6% | -5.4% | -1.2% | -4.8% |
| 6M | -22.7% | -18.9% | -3.8% | -16.9% |
| YTD | -18.9% | -27.2% | +8.3% | -9.5% |
| 1Y | -39.8% | -34.2% | -5.6% | -30.4% |
| 3Y | +71.7% | +0.6% | +71.1% | +57.6% |
| 5Y | +27.2% | -43.5% | +70.7% | +41.0% |
| 10Y | +687.9% | -20.6% | +708.5% | +544.7% |
| All | +2,036.4% | +22.0% | +2,014.4% | +1,190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling