+70.6%
VZ vs KIM
+64.9%
+5.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.4% | +2.8% | -0.4% | +1.9% |
| 30D | +11.2% | +15.9% | -4.7% | +8.4% |
| 3M | 0.0% | +7.8% | -7.8% | -1.3% |
| 6M | +1.3% | +11.9% | -10.6% | -0.6% |
| YTD | +21.3% | +31.0% | -9.8% | +15.8% |
| 1Y | +23.9% | +32.3% | -8.4% | +18.2% |
| 3Y | +57.7% | +65.5% | -7.8% | +44.0% |
| 5Y | +21.2% | +37.2% | -16.0% | +13.0% |
| 10Y | +70.6% | +63.9% | +6.6% | +55.4% |
| All | +70.6% | +64.9% | +5.6% | +55.4% |
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