-55.6%
KHC vs INSM
+884.9%
-940.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.8% |
| 7D | -1.0% | +2.5% | -3.5% | -1.1% |
| 30D | +1.9% | -2.2% | +4.1% | +1.9% |
| 3M | +3.2% | +33.8% | -30.6% | +2.4% |
| 6M | +10.0% | -7.2% | +17.1% | +9.9% |
| YTD | +6.7% | -25.6% | +32.3% | +7.1% |
| 1Y | -0.9% | -11.2% | +10.3% | -1.0% |
| 3Y | -13.6% | +388.3% | -401.9% | -18.3% |
| 5Y | -12.8% | +376.6% | -389.5% | -18.5% |
| All | -55.6% | +884.9% | -940.5% | -59.3% |
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