+149.6%
KRE vs INSM
+705.0%
-555.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.4% |
| 7D | -1.1% | +1.7% | -2.8% | -1.2% |
| 30D | -3.4% | -4.4% | +1.0% | -3.1% |
| 3M | +3.7% | +30.0% | -26.3% | +1.2% |
| 6M | +14.8% | -10.0% | +24.8% | +14.5% |
| YTD | +14.7% | -26.0% | +40.7% | +15.9% |
| 1Y | +16.0% | -12.5% | +28.5% | +15.5% |
| 3Y | +84.3% | +390.5% | -306.2% | +55.4% |
| 5Y | +30.9% | +357.7% | -326.8% | +9.1% |
| 10Y | +122.0% | +877.2% | -755.3% | +65.2% |
| All | +149.6% | +705.0% | -555.4% | +60.9% |
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 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