-11.2%
INSM vs KIM
+9.2%
-20.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.6% |
| 7D | +2.5% | -1.7% | +4.2% | +2.4% |
| 30D | -2.2% | -3.0% | +0.8% | -2.3% |
| 3M | +33.8% | -8.9% | +42.7% | +34.2% |
| 6M | -7.2% | +2.4% | -9.5% | -9.1% |
| YTD | -25.6% | +18.3% | -44.0% | -24.9% |
| 1Y | -11.2% | +8.2% | -19.4% | -9.4% |
| All | -11.2% | +9.2% | -20.5% | -9.4% |
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