+448.1%
NFLX vs KIM
+64.9%
+383.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.3% | +2.8% | -3.0% | -0.5% |
| 30D | -10.0% | +15.9% | -25.9% | -11.4% |
| 3M | -17.1% | +7.8% | -24.9% | -17.7% |
| 6M | -27.7% | +11.9% | -39.6% | -28.6% |
| YTD | -32.5% | +31.0% | -63.6% | -34.4% |
| 1Y | -43.5% | +32.3% | -75.9% | -45.2% |
| 3Y | +41.4% | +65.5% | -24.0% | +33.5% |
| 5Y | -2.2% | +37.2% | -39.4% | -6.3% |
| 10Y | +448.1% | +63.9% | +384.2% | +419.3% |
| All | +448.1% | +64.9% | +383.1% | +419.3% |
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