-41.8%
INSM vs KIM
+30.4%
-72.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.8% |
| 7D | -2.5% | +5.0% | -7.5% | -3.9% |
| 30D | +3.4% | +15.8% | -12.4% | +0.4% |
| 3M | +9.8% | +4.3% | +5.6% | +7.2% |
| 6M | -22.0% | +11.4% | -33.4% | -26.4% |
| YTD | -37.5% | +30.8% | -68.3% | -41.5% |
| 1Y | -41.8% | +31.4% | -73.2% | -45.4% |
| All | -41.8% | +30.4% | -72.2% | -45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling