+65.5%
VZ vs KIM
+64.5%
+1.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +2.1% | +4.1% | -1.9% | +1.4% |
| 30D | +1.4% | +16.8% | -15.4% | -1.3% |
| 3M | -1.3% | +5.7% | -7.0% | -2.2% |
| 6M | -0.5% | +9.7% | -10.2% | -2.1% |
| YTD | +19.6% | +30.2% | -10.6% | +14.4% |
| 1Y | +22.4% | +32.1% | -9.7% | +16.7% |
| 3Y | +55.9% | +58.6% | -2.7% | +43.4% |
| 5Y | +20.4% | +31.2% | -10.7% | +13.0% |
| All | +65.5% | +64.5% | +1.1% | +49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling