-42.5%
KHC vs INSM
+409.5%
-452.0%
-76.1%
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 | +2.0% | +5.9% | -3.9% | +1.9% |
| 30D | +10.6% | +23.9% | -13.3% | +9.9% |
| 3M | +0.5% | -4.1% | +4.6% | +0.5% |
| 6M | +12.1% | +2.7% | +9.4% | +11.7% |
| YTD | +8.9% | -30.4% | +39.3% | +9.6% |
| 1Y | +7.5% | -36.6% | +44.0% | +8.4% |
| 3Y | -10.7% | +406.9% | -417.7% | -17.3% |
| 5Y | -13.2% | +280.3% | -293.5% | -19.4% |
| 10Y | -50.6% | +738.5% | -789.1% | -57.6% |
| All | -42.5% | +409.5% | -452.0% | -44.6% |
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