+43.5%
KDP vs INSM
-40.6%
+84.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.3% | +0.6% | +6.0% |
| 7D | +5.3% | +13.4% | -8.1% | +5.7% |
| 30D | +19.1% | +5.9% | +13.2% | +19.2% |
| 3M | +19.2% | +11.4% | +7.8% | +19.1% |
| 6M | +29.3% | -21.4% | +50.7% | +29.7% |
| YTD | +35.5% | -36.8% | +72.3% | +35.6% |
| 1Y | +43.5% | -39.8% | +83.3% | +45.7% |
| All | +43.5% | -40.6% | +84.1% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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