+36.7%
VRSN vs KIM
+39.0%
-2.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -0.9% | +2.8% | -3.6% | -1.7% |
| 30D | +2.4% | +15.9% | -13.5% | -2.3% |
| 3M | +6.4% | +7.8% | -1.4% | +3.8% |
| 6M | +8.6% | +11.9% | -3.3% | +4.4% |
| YTD | +29.3% | +31.0% | -1.8% | +17.6% |
| 1Y | +27.2% | +32.3% | -5.2% | +15.2% |
| 3Y | +52.8% | +65.5% | -12.6% | +22.5% |
| 5Y | +36.7% | +37.2% | -0.5% | +22.6% |
| All | +36.7% | +39.0% | -2.3% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling