+388.3%
INSM vs KIM
+42.8%
+345.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +2.5% | -1.7% | +4.2% | +2.8% |
| 30D | -2.2% | -3.0% | +0.8% | -1.6% |
| 3M | +33.8% | -8.9% | +42.7% | +36.1% |
| 6M | -7.2% | +2.4% | -9.5% | -8.1% |
| YTD | -25.6% | +18.3% | -44.0% | -28.7% |
| 1Y | -11.2% | +8.2% | -19.4% | -13.1% |
| 3Y | +388.3% | +44.0% | +344.3% | +350.8% |
| All | +388.3% | +42.8% | +345.5% | +350.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling