+333.8%
KMB vs INSM
-21.1%
+354.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -3.0% | +6.5% | -9.6% | -3.1% |
| 30D | -5.5% | +27.5% | -33.0% | -5.9% |
| 3M | +14.0% | +20.4% | -6.4% | +13.5% |
| 6M | +4.1% | -15.7% | +19.8% | +4.1% |
| YTD | +8.0% | -27.4% | +35.5% | +8.4% |
| 1Y | -13.7% | -11.4% | -2.3% | -13.8% |
| 3Y | -5.9% | +457.8% | -463.8% | -9.7% |
| 5Y | -8.6% | +343.0% | -351.6% | -12.3% |
| 10Y | +17.3% | +848.1% | -830.8% | +8.2% |
| All | +333.8% | -21.1% | +354.9% | +277.0% |
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