-13.6%
KHC vs INSM
+352.6%
-366.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | +0.5% | -4.0% | +4.5% | +0.5% |
| 3M | +3.0% | +38.5% | -35.5% | +3.4% |
| 6M | +6.6% | -11.5% | +18.2% | +6.8% |
| YTD | +5.8% | -26.9% | +32.7% | +5.9% |
| 1Y | -2.2% | -12.8% | +10.6% | -2.0% |
| 3Y | -12.5% | +384.7% | -397.2% | -10.9% |
| 5Y | -13.6% | +368.8% | -382.4% | -13.3% |
| All | -13.6% | +352.6% | -366.2% | -13.3% |
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 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