+26.7%
NFLX vs KIM
+37.7%
-11.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | +3.5% | -1.7% | +5.3% | +4.0% |
| 3M | -7.1% | -0.8% | -6.3% | -7.0% |
| 6M | -22.5% | +4.4% | -26.9% | -23.6% |
| YTD | -18.1% | +21.2% | -39.4% | -22.9% |
| 1Y | -38.3% | +10.5% | -48.9% | -40.4% |
| 3Y | +73.4% | +47.5% | +25.9% | +47.9% |
| 5Y | +26.7% | +37.1% | -10.4% | +15.2% |
| All | +26.7% | +37.7% | -11.0% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling