-26.8%
INSM vs KIM
+595.4%
-622.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +9.8% | -1.0% | +10.8% | +10.1% |
| 30D | +22.5% | +14.8% | +7.7% | +18.1% |
| 3M | -8.9% | +8.1% | -17.1% | -10.8% |
| 6M | +16.2% | +11.7% | +4.6% | +12.5% |
| YTD | -30.6% | +30.7% | -61.4% | -35.7% |
| 1Y | -37.7% | +29.7% | -67.4% | -42.1% |
| 3Y | +408.4% | +65.1% | +343.3% | +337.7% |
| 5Y | +279.6% | +34.7% | +244.9% | +244.7% |
| 10Y | +735.6% | +64.1% | +671.5% | +575.6% |
| All | -26.8% | +595.4% | -622.2% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling