+352.3%
KMB vs INSM
-24.3%
+376.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +2.0% |
| 7D | +0.9% | +5.9% | -5.0% | +0.8% |
| 30D | +10.1% | +23.9% | -13.8% | +9.7% |
| 3M | 0.0% | -4.1% | +4.1% | +0.1% |
| 6M | +15.7% | +2.7% | +13.0% | +15.4% |
| YTD | +12.6% | -30.4% | +43.0% | +13.0% |
| 1Y | +10.1% | -36.6% | +46.7% | +10.6% |
| 3Y | +2.1% | +406.9% | -404.8% | -1.8% |
| 5Y | -0.7% | +280.3% | -281.0% | -4.4% |
| 10Y | +38.5% | +738.5% | -700.0% | +28.2% |
| All | +352.3% | -24.3% | +376.6% | +293.1% |
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