+1,067.7%
VZ vs KIM
+3,330.6%
-2,263.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +5.6% | +5.0% | +0.7% | +4.6% |
| 30D | +1.9% | +15.8% | -13.9% | -1.1% |
| 3M | +0.8% | +4.3% | -3.5% | -0.1% |
| 6M | +0.6% | +11.4% | -10.8% | -1.6% |
| YTD | +20.8% | +30.8% | -10.0% | +14.3% |
| 1Y | +23.9% | +31.4% | -7.5% | +17.2% |
| 3Y | +55.7% | +57.7% | -2.0% | +40.6% |
| 5Y | +21.5% | +31.7% | -10.2% | +12.4% |
| 10Y | +68.5% | +67.4% | +1.1% | +38.6% |
| All | +1,067.7% | +3,330.6% | -2,263.0% | +489.3% |
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