-26.6%
INSM vs KIM
+593.5%
-620.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.5% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +23.9% | +14.1% | +9.8% | +19.7% |
| 3M | -4.1% | +6.0% | -10.1% | -5.5% |
| 6M | +2.7% | +13.2% | -10.6% | -1.0% |
| YTD | -30.4% | +30.4% | -60.8% | -35.4% |
| 1Y | -36.6% | +31.0% | -67.6% | -41.2% |
| 3Y | +406.9% | +67.6% | +339.3% | +334.6% |
| 5Y | +280.3% | +35.8% | +244.5% | +244.6% |
| 10Y | +738.5% | +63.7% | +674.8% | +578.4% |
| All | -26.6% | +593.5% | -620.1% | -54.6% |
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