+374.4%
INSM vs KIM
+36.7%
+337.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +1.7% | -1.0% | +2.7% | +2.1% |
| 30D | -4.4% | -1.1% | -3.3% | -4.1% |
| 3M | +30.0% | -5.3% | +35.4% | +32.3% |
| 6M | -10.0% | +3.9% | -13.9% | -11.9% |
| YTD | -26.0% | +20.3% | -46.3% | -31.9% |
| 1Y | -12.5% | +10.4% | -22.9% | -16.7% |
| 3Y | +390.5% | +46.3% | +344.2% | +301.6% |
| All | +374.4% | +36.7% | +337.7% | +322.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling