+482.2%
KORU vs INSM
-11.6%
+493.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.3% | +13.7% | +13.5% |
| 7D | +13.0% | +6.5% | +6.5% | +11.2% |
| 30D | +27.3% | +27.5% | -0.3% | +15.8% |
| 3M | -55.3% | +20.4% | -75.7% | -56.6% |
| 6M | +11.6% | -15.7% | +27.3% | +20.8% |
| YTD | +158.5% | -27.4% | +186.0% | +177.6% |
| 1Y | +482.2% | -11.4% | +493.5% | +440.6% |
| All | +482.2% | -11.6% | +493.8% | +440.6% |
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