+73.4%
NFLX vs KIM
+47.7%
+25.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | +3.5% | -1.7% | +5.3% | +3.6% |
| 3M | -7.1% | -0.8% | -6.3% | -7.0% |
| 6M | -22.5% | +4.4% | -26.9% | -22.7% |
| YTD | -18.1% | +21.2% | -39.4% | -19.1% |
| 1Y | -38.3% | +10.5% | -48.9% | -38.8% |
| 3Y | +73.4% | +47.5% | +25.9% | +71.9% |
| All | +73.4% | +47.7% | +25.6% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling