-39.8%
INSM vs KNX
+45.0%
-84.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.3% |
| 7D | +13.4% | +2.5% | +11.0% | +13.4% |
| 30D | +5.9% | -4.4% | +10.4% | +5.9% |
| 3M | +11.4% | -12.7% | +24.1% | +11.3% |
| 6M | -21.4% | +0.9% | -22.3% | -21.7% |
| YTD | -36.8% | +20.3% | -57.1% | -37.0% |
| 1Y | -39.8% | +40.9% | -80.8% | -39.2% |
| All | -39.8% | +45.0% | -84.8% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling