+65,302.9%
NFLX vs KIM
+381.7%
+64,921.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.2% | -5.3% |
| 7D | -4.2% | +0.4% | -4.7% | -4.3% |
| 30D | +5.5% | -4.0% | +9.4% | +6.4% |
| 3M | -4.1% | +0.5% | -4.6% | -4.3% |
| 6M | -20.7% | +3.6% | -24.3% | -21.5% |
| YTD | -16.5% | +20.4% | -37.0% | -20.3% |
| 1Y | -37.8% | +9.7% | -47.5% | -39.3% |
| 3Y | +77.9% | +46.0% | +31.9% | +59.8% |
| 5Y | +32.5% | +34.4% | -1.9% | +20.7% |
| 10Y | +703.6% | +29.3% | +674.3% | +579.8% |
| All | +65,302.9% | +381.7% | +64,921.2% | +19,052.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling