+833.7%
INSM vs KNX
+166.7%
+667.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | +2.5% | -5.6% | +8.1% | +4.5% |
| 30D | -2.2% | -4.4% | +2.2% | -0.8% |
| 3M | +33.8% | -17.3% | +51.1% | +42.0% |
| 6M | -7.2% | +22.6% | -29.8% | -16.0% |
| YTD | -25.6% | +31.1% | -56.8% | -34.9% |
| 1Y | -11.2% | +60.2% | -71.4% | -29.2% |
| 3Y | +388.3% | +35.8% | +352.6% | +300.9% |
| 5Y | +376.6% | +38.9% | +337.7% | +271.4% |
| All | +833.7% | +166.7% | +667.0% | +345.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling