+5.0%
KDP vs INSM
+365.8%
-360.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.6% | -1.5% |
| 7D | -1.6% | +1.7% | -3.3% | -1.6% |
| 30D | +9.5% | -4.4% | +13.9% | +9.5% |
| 3M | +2.6% | +30.0% | -27.4% | +2.3% |
| 6M | +15.6% | -10.0% | +25.6% | +15.7% |
| YTD | +17.3% | -26.0% | +43.3% | +17.7% |
| 1Y | +20.1% | -12.5% | +32.6% | +20.1% |
| 3Y | +4.9% | +390.5% | -385.6% | +3.5% |
| 5Y | +5.0% | +357.7% | -352.7% | +3.0% |
| All | +5.0% | +365.8% | -360.8% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling