+13.8%
KMB vs INSM
+868.6%
-854.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -7.7% | +0.5% | -8.2% | -7.7% |
| 30D | -8.2% | -4.0% | -4.2% | -8.2% |
| 3M | -1.9% | +38.5% | -40.4% | -2.2% |
| 6M | -0.7% | -11.5% | +10.9% | -0.6% |
| YTD | +1.4% | -26.9% | +28.2% | +1.6% |
| 1Y | -19.1% | -12.8% | -6.4% | -19.1% |
| 3Y | -12.6% | +384.7% | -397.3% | -14.2% |
| 5Y | -12.7% | +368.8% | -381.5% | -14.6% |
| All | +13.8% | +868.6% | -854.8% | +10.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling