-10.9%
KMB vs VRSN
+30.0%
-40.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.4% | -1.4% |
| 7D | -2.7% | -2.1% | -0.6% | -2.4% |
| 30D | -5.0% | -3.9% | -1.1% | -4.4% |
| 3M | +6.6% | -0.1% | +6.7% | +6.4% |
| 6M | +1.0% | +16.4% | -15.4% | -2.0% |
| YTD | +6.0% | +17.2% | -11.3% | +2.5% |
| 1Y | -16.6% | +1.0% | -17.6% | -17.0% |
| 3Y | -8.6% | +39.1% | -47.7% | -15.7% |
| 5Y | -10.9% | +29.0% | -39.9% | -19.7% |
| All | -10.9% | +30.0% | -40.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 5y: compounded portfolio wealth divided by compounded VRSN 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…
5y analysis · Full analysis span regression · 6 months rolling