+474.0%
KORU vs INSM
+392.8%
+81.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +8.8% |
| 7D | -1.7% | +2.5% | -4.2% | -1.9% |
| 30D | +13.5% | -2.2% | +15.7% | +13.8% |
| 3M | -45.2% | +33.8% | -79.0% | -47.2% |
| 6M | +17.1% | -7.2% | +24.3% | +17.7% |
| YTD | +154.1% | -25.6% | +179.8% | +159.0% |
| 1Y | +375.7% | -11.2% | +386.9% | +376.5% |
| 3Y | +474.0% | +388.3% | +85.7% | +451.9% |
| All | +474.0% | +392.8% | +81.2% | +451.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling