+5,807.5%
VRSN vs KIM
+839.7%
+4,967.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.2% | -1.0% | -0.2% | -0.9% |
| 30D | +3.8% | +14.8% | -11.0% | -0.6% |
| 3M | +9.5% | +8.1% | +1.4% | +6.7% |
| 6M | +10.3% | +11.7% | -1.4% | +6.2% |
| YTD | +30.5% | +30.7% | -0.2% | +19.5% |
| 1Y | +27.9% | +29.7% | -1.9% | +17.3% |
| 3Y | +54.3% | +65.1% | -10.8% | +29.1% |
| 5Y | +37.2% | +34.7% | +2.5% | +21.1% |
| 10Y | +293.1% | +64.1% | +229.0% | +189.8% |
| All | +5,807.5% | +839.7% | +4,967.8% | +1,222.9% |
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