+696.7%
KKR vs INSM
+884.9%
-188.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -6.2% | +2.5% | -8.6% | -6.4% |
| 30D | -8.9% | -2.2% | -6.7% | -8.7% |
| 3M | +6.3% | +33.8% | -27.5% | +2.7% |
| 6M | +16.5% | -7.2% | +23.6% | +15.7% |
| YTD | -20.3% | -25.6% | +5.4% | -19.2% |
| 1Y | -29.8% | -11.2% | -18.6% | -30.4% |
| 3Y | +63.2% | +388.3% | -325.2% | +30.1% |
| 5Y | +68.0% | +376.6% | -308.7% | +31.4% |
| All | +696.7% | +884.9% | -188.1% | +507.5% |
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