+5,393.5%
VRSN vs KIM
+765.6%
+4,627.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +0.1% | +0.4% | -0.4% | -0.1% |
| 30D | -0.2% | -4.0% | +3.8% | +1.1% |
| 3M | -0.3% | +0.5% | -0.8% | -0.6% |
| 6M | +23.0% | +3.6% | +19.4% | +21.3% |
| YTD | +21.3% | +20.4% | +0.9% | +14.1% |
| 1Y | +6.7% | +9.7% | -3.0% | +3.1% |
| 3Y | +45.0% | +46.0% | -1.0% | +25.9% |
| 5Y | +35.0% | +34.4% | +0.6% | +19.2% |
| 10Y | +276.3% | +29.3% | +247.0% | +200.9% |
| All | +5,393.5% | +765.6% | +4,627.9% | +1,163.5% |
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