+14.1%
KMB vs INSM
+880.2%
-866.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -4.1% |
| 7D | -8.6% | +1.7% | -10.3% | -8.6% |
| 30D | -7.5% | -4.4% | -3.1% | -7.5% |
| 3M | -0.6% | +30.0% | -30.7% | -0.9% |
| 6M | -1.5% | -10.0% | +8.5% | -1.5% |
| YTD | +1.6% | -26.0% | +27.6% | +1.8% |
| 1Y | -20.8% | -12.5% | -8.3% | -20.7% |
| 3Y | -12.4% | +390.5% | -402.9% | -14.0% |
| 5Y | -12.9% | +357.7% | -370.6% | -14.8% |
| All | +14.1% | +880.2% | -866.1% | +10.5% |
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