+1,232.8%
KDP vs INSM
+1,586.7%
-353.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.2% | -5.2% | -7.3% |
| 7D | -4.0% | +8.6% | -12.5% | -4.3% |
| 30D | +8.5% | +22.0% | -13.5% | +7.7% |
| 3M | +20.7% | -10.7% | +31.4% | +21.0% |
| 6M | +23.2% | +1.8% | +21.4% | +22.6% |
| YTD | +30.5% | -32.2% | +62.6% | +31.5% |
| 1Y | +35.9% | -39.3% | +75.1% | +37.3% |
| 3Y | +24.8% | +397.1% | -372.3% | +14.6% |
| 5Y | +13.4% | +270.6% | -257.2% | +4.3% |
| 10Y | +239.3% | +717.1% | -477.8% | +190.1% |
| All | +1,232.8% | +1,586.7% | -353.9% | +966.6% |
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