+1,150.0%
VZ vs KIM
+3,058.9%
-1,908.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +7.9% | -4.0% | +11.9% | +8.8% |
| 3M | +13.6% | +0.5% | +13.1% | +13.6% |
| 6M | +1.1% | +3.6% | -2.5% | +0.4% |
| YTD | +29.3% | +20.4% | +8.9% | +24.5% |
| 1Y | +21.2% | +9.7% | +11.5% | +18.9% |
| 3Y | +75.9% | +46.0% | +29.9% | +61.3% |
| 5Y | +24.1% | +34.4% | -10.4% | +14.3% |
| 10Y | +62.4% | +29.3% | +33.1% | +41.1% |
| All | +1,150.0% | +3,058.9% | -1,908.9% | +541.6% |
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 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