+33.3%
KORU vs INSM
+1,745.3%
-1,711.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.0% |
| 7D | +20.1% | +1.7% | +18.4% | +19.7% |
| 30D | +47.5% | -4.4% | +51.9% | +48.5% |
| 3M | -30.1% | +30.0% | -60.1% | -34.3% |
| 6M | +20.1% | -10.0% | +30.1% | +21.3% |
| YTD | +166.6% | -26.0% | +192.6% | +178.2% |
| 1Y | +458.9% | -12.5% | +471.4% | +461.3% |
| 3Y | +531.8% | +390.5% | +141.3% | +326.2% |
| 5Y | +67.7% | +357.7% | -290.0% | +11.9% |
| 10Y | +91.6% | +877.2% | -785.7% | +12.2% |
| All | +33.3% | +1,745.3% | -1,711.9% | -29.1% |
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