+283.3%
VRSN vs KIM
+34.7%
+248.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -1.0% | -1.0% | -0.1% | -0.9% |
| 30D | -1.9% | -1.1% | -0.8% | -1.7% |
| 3M | +1.4% | -5.3% | +6.7% | +2.4% |
| 6M | +19.0% | +3.9% | +15.1% | +18.0% |
| YTD | +19.2% | +20.3% | -1.1% | +14.8% |
| 1Y | +1.7% | +10.4% | -8.8% | -0.5% |
| 3Y | +41.4% | +46.3% | -4.9% | +29.8% |
| 5Y | +31.7% | +37.6% | -5.9% | +22.3% |
| All | +283.3% | +34.7% | +248.7% | +240.0% |
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 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