+833.7%
INSM vs KIM
+32.5%
+801.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +2.5% | -1.7% | +4.2% | +3.1% |
| 30D | -2.2% | -3.0% | +0.8% | -1.1% |
| 3M | +33.8% | -8.9% | +42.7% | +38.1% |
| 6M | -7.2% | +2.4% | -9.5% | -8.4% |
| YTD | -25.6% | +18.3% | -44.0% | -30.8% |
| 1Y | -11.2% | +8.2% | -19.4% | -14.6% |
| 3Y | +388.3% | +44.0% | +344.3% | +311.6% |
| 5Y | +376.6% | +37.3% | +339.3% | +307.1% |
| All | +833.7% | +32.5% | +801.2% | +626.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling