+452.9%
NFLX vs KIM
+63.0%
+389.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.8% |
| 7D | -4.4% | -0.7% | -3.7% | -4.3% |
| 30D | -11.0% | +13.4% | -24.4% | -12.2% |
| 3M | -15.5% | +6.5% | -22.1% | -16.1% |
| 6M | -28.5% | +10.6% | -39.1% | -29.3% |
| YTD | -33.1% | +29.9% | -63.1% | -35.0% |
| 1Y | -45.8% | +29.6% | -75.4% | -47.3% |
| 3Y | +40.2% | +64.1% | -23.9% | +32.4% |
| 5Y | -8.2% | +35.3% | -43.4% | -11.9% |
| All | +452.9% | +63.0% | +389.9% | +428.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling