+22.5%
KORU vs INSM
-40.6%
+63.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.3% | -10.6% | -6.6% |
| 7D | -24.3% | +13.4% | -37.7% | -27.4% |
| 30D | -54.2% | +5.9% | -60.2% | -55.1% |
| 3M | -45.4% | +11.4% | -56.8% | -48.9% |
| 6M | -66.5% | -21.4% | -45.0% | -61.8% |
| YTD | +14.9% | -36.8% | +51.7% | +30.1% |
| 1Y | +22.5% | -39.8% | +62.4% | +32.3% |
| All | +22.5% | -40.6% | +63.2% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling