-11.0%
KR vs INSM
-11.6%
+0.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.7% |
| 7D | -0.2% | +2.5% | -2.6% | -0.1% |
| 30D | +5.1% | -2.2% | +7.2% | +5.0% |
| 3M | -8.2% | +33.8% | -42.0% | -7.3% |
| 6M | -18.0% | -7.2% | -10.8% | -18.2% |
| YTD | -4.8% | -25.6% | +20.9% | -5.4% |
| 1Y | -11.0% | -11.2% | +0.2% | -12.0% |
| All | -11.0% | -11.6% | +0.6% | -12.0% |
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 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