-24.3%
INSM vs KMX
+4,407.5%
-4,431.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.1% |
| 7D | +2.8% | -0.7% | +3.5% | +2.9% |
| 30D | -4.7% | +4.1% | -8.8% | -5.8% |
| 3M | +32.6% | +27.5% | +5.1% | +24.1% |
| 6M | -10.9% | +43.6% | -54.4% | -19.9% |
| YTD | -28.2% | +56.8% | -85.0% | -37.3% |
| 1Y | -14.9% | -1.3% | -13.5% | -18.1% |
| 3Y | +375.6% | -25.4% | +401.0% | +375.9% |
| 5Y | +349.1% | -53.9% | +403.0% | +389.5% |
| 10Y | +796.6% | +0.7% | +795.9% | +694.0% |
| All | -24.3% | +4,407.5% | -4,431.8% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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