-11.4%
INSM vs KIM
+10.4%
-21.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +6.5% | +0.4% | +6.1% | +6.6% |
| 30D | +27.5% | -4.0% | +31.5% | +27.4% |
| 3M | +20.4% | +0.5% | +19.8% | +18.7% |
| 6M | -15.7% | +3.6% | -19.4% | -17.5% |
| YTD | -27.4% | +20.4% | -47.9% | -26.7% |
| 1Y | -11.4% | +9.7% | -21.1% | -10.1% |
| All | -11.4% | +10.4% | -21.8% | -10.1% |
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