-22.5%
KWEB vs INSM
+884.9%
-907.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | -5.6% | +2.5% | -8.0% | -5.8% |
| 30D | -10.7% | -2.2% | -8.5% | -10.5% |
| 3M | -7.4% | +33.8% | -41.2% | -10.6% |
| 6M | -19.3% | -7.2% | -12.2% | -19.7% |
| YTD | -27.8% | -25.6% | -2.1% | -26.6% |
| 1Y | -35.9% | -11.2% | -24.7% | -36.4% |
| 3Y | -1.9% | +388.3% | -390.3% | -23.3% |
| 5Y | -43.2% | +376.6% | -419.8% | -56.4% |
| All | -22.5% | +884.9% | -907.4% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling