My guess is that Frida Kahlo would have loathed “Immersive Frida Kahlo,” the kind of touring exhibit that professes to honor the canvas while bathing it in digital-tech kitsch. And, having seen Carla Gutiérrez’s riveting documentary Frida, I’m certain the artist would have announced her disdain with a laugh and a healthy dose of juicy invective. If you want to immerse yourself in Frida Kahlo, here is the real thing.

Taking the helm for the first time, editor Gutiérrez (Rbg, Julia) pushes past the dime-a-dozen “icon” label to face the artist on her own terms, drawing upon Kahlo’s illustrated diaries and letters. The film’s archival riches also include an extraordinary selection of photographs and footage, and the transcripts of interviews with people close to Kahlo by biographer Hayden Herrera, whose 1983 book was the basis of the Julie Taymor biopic starring Salma Hayek.

Whatever that 2002 movie’s strengths and weaknesses,...