+170.1%
KDP vs INSM
+868.6%
-698.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.9% |
| 7D | -4.3% | +0.5% | -4.8% | -4.3% |
| 30D | +7.8% | -4.0% | +11.8% | +7.9% |
| 3M | -0.1% | +38.5% | -38.6% | -1.2% |
| 6M | +14.0% | -11.5% | +25.5% | +14.0% |
| YTD | +15.1% | -26.9% | +41.9% | +15.7% |
| 1Y | +18.5% | -12.8% | +31.3% | +18.4% |
| 3Y | +2.9% | +384.7% | -381.8% | -4.2% |
| 5Y | +3.0% | +368.8% | -365.8% | -5.1% |
| All | +170.1% | +868.6% | -698.5% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling