+1,267.4%
KDP vs INSM
+1,630.9%
-363.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.5% |
| 7D | -0.8% | +5.9% | -6.7% | -1.0% |
| 30D | +9.7% | +23.9% | -14.2% | +8.9% |
| 3M | +17.6% | -4.1% | +21.7% | +17.7% |
| 6M | +25.8% | +2.7% | +23.1% | +25.2% |
| YTD | +33.9% | -30.4% | +64.3% | +34.8% |
| 1Y | +38.9% | -36.6% | +75.4% | +40.2% |
| 3Y | +26.8% | +406.9% | -380.2% | +16.3% |
| 5Y | +16.3% | +280.3% | -263.9% | +6.9% |
| 10Y | +248.1% | +738.5% | -490.3% | +197.4% |
| All | +1,267.4% | +1,630.9% | -363.4% | +993.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling