-39.3%
NFLX vs KIM
+33.1%
-72.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +3.9% |
| 7D | +7.1% | +10.6% | -3.5% | +5.1% |
| 30D | -1.6% | +17.5% | -19.1% | -4.4% |
| 3M | -9.8% | +4.7% | -14.5% | -11.2% |
| 6M | -27.1% | +13.1% | -40.2% | -28.7% |
| YTD | -29.2% | +32.1% | -61.3% | -33.2% |
| 1Y | -39.3% | +32.7% | -71.9% | -42.7% |
| All | -39.3% | +33.1% | -72.4% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling