-23.5%
INSM vs KIM
+540.6%
-564.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +6.5% | +0.4% | +6.1% | +6.4% |
| 30D | +27.5% | -4.0% | +31.5% | +28.7% |
| 3M | +20.4% | +0.5% | +19.8% | +19.8% |
| 6M | -15.7% | +3.6% | -19.4% | -16.7% |
| YTD | -27.4% | +20.4% | -47.9% | -31.3% |
| 1Y | -11.4% | +9.7% | -21.1% | -14.0% |
| 3Y | +457.8% | +46.0% | +411.8% | +395.3% |
| 5Y | +343.0% | +34.4% | +308.5% | +301.7% |
| 10Y | +848.1% | +29.3% | +818.8% | +710.5% |
| All | -23.5% | +540.6% | -564.0% | -51.7% |
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