-2.5%
NFLX vs KIM
+38.5%
-41.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.5% |
| 7D | +2.6% | +2.8% | -0.2% | +1.7% |
| 30D | -9.0% | +16.3% | -25.4% | -13.1% |
| 3M | -13.7% | +6.6% | -20.4% | -15.5% |
| 6M | -26.9% | +12.3% | -39.2% | -29.6% |
| YTD | -31.8% | +31.6% | -63.3% | -37.7% |
| 1Y | -42.1% | +31.5% | -73.6% | -47.1% |
| 3Y | +47.0% | +68.0% | -21.0% | +17.9% |
| 5Y | -2.5% | +38.7% | -41.2% | -15.2% |
| All | -2.5% | +38.5% | -41.0% | -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