+71.6%
VZ vs KIM
+63.9%
+7.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | +0.9% | -1.0% | +1.9% | +1.1% |
| 30D | +8.9% | +14.8% | -5.9% | +6.3% |
| 3M | +0.1% | +8.1% | -8.0% | -1.3% |
| 6M | +1.9% | +11.7% | -9.8% | 0.0% |
| YTD | +22.0% | +30.7% | -8.7% | +16.6% |
| 1Y | +22.1% | +29.7% | -7.6% | +16.8% |
| 3Y | +58.7% | +65.1% | -6.4% | +45.0% |
| 5Y | +22.3% | +34.7% | -12.3% | +14.3% |
| 10Y | +71.6% | +64.1% | +7.5% | +56.4% |
| All | +71.6% | +63.9% | +7.8% | +56.4% |
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