+687.9%
NFLX vs KIM
+29.7%
+658.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -8.1% | -1.0% | -7.1% | -8.0% |
| 30D | -0.3% | -1.1% | +0.7% | -0.2% |
| 3M | -6.6% | -5.3% | -1.3% | -6.1% |
| 6M | -22.7% | +3.9% | -26.6% | -23.0% |
| YTD | -18.9% | +20.3% | -39.2% | -20.5% |
| 1Y | -39.8% | +10.4% | -50.3% | -40.5% |
| 3Y | +71.7% | +46.3% | +25.4% | +64.1% |
| 5Y | +27.2% | +37.6% | -10.3% | +22.7% |
| 10Y | +687.9% | +34.5% | +653.4% | +658.0% |
| All | +687.9% | +29.7% | +658.2% | +658.0% |
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