+715.2%
KR vs INSM
-20.5%
+735.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | -2.7% | +0.5% | -3.1% | -2.7% |
| 30D | +1.9% | -4.0% | +5.9% | +2.0% |
| 3M | -11.0% | +38.5% | -49.6% | -11.6% |
| 6M | -20.2% | -11.5% | -8.7% | -20.2% |
| YTD | -7.3% | -26.9% | +19.6% | -7.0% |
| 1Y | -13.1% | -12.8% | -0.3% | -13.2% |
| 3Y | +29.7% | +384.7% | -355.0% | +24.9% |
| 5Y | +48.8% | +368.8% | -320.0% | +42.7% |
| 10Y | +122.8% | +865.7% | -742.9% | +105.5% |
| All | +715.2% | -20.5% | +735.6% | +607.2% |
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