-43.0%
KHC vs INSM
+425.2%
-468.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -2.2% | +2.8% | -5.0% | -2.3% |
| 30D | -0.1% | -4.7% | +4.7% | 0.0% |
| 3M | +8.3% | +32.6% | -24.3% | +7.3% |
| 6M | +5.0% | -10.9% | +15.8% | +4.9% |
| YTD | +8.0% | -28.2% | +36.2% | +8.6% |
| 1Y | -1.1% | -14.9% | +13.8% | -1.1% |
| 3Y | -10.7% | +375.6% | -386.3% | -17.0% |
| 5Y | -13.5% | +349.1% | -362.6% | -20.4% |
| 10Y | -55.4% | +796.6% | -852.0% | -62.0% |
| All | -43.0% | +425.2% | -468.2% | -45.0% |
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