+285.9%
VRSN vs KIM
+33.1%
+252.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -1.5% | -1.5% | -0.1% | -1.3% |
| 30D | +0.7% | -1.7% | +2.4% | +1.0% |
| 3M | +0.6% | -7.1% | +7.7% | +1.9% |
| 6M | +21.7% | +2.9% | +18.9% | +20.9% |
| YTD | +20.0% | +18.8% | +1.2% | +15.9% |
| 1Y | +3.2% | +9.4% | -6.3% | +1.1% |
| 3Y | +42.4% | +44.6% | -2.2% | +30.9% |
| 5Y | +33.0% | +37.9% | -5.0% | +23.6% |
| All | +285.9% | +33.1% | +252.8% | +243.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling