-1.9%
KWEB vs INSM
+392.8%
-394.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | -5.6% | +2.5% | -8.0% | -5.6% |
| 30D | -10.7% | -2.2% | -8.5% | -10.6% |
| 3M | -7.4% | +33.8% | -41.2% | -8.0% |
| 6M | -19.3% | -7.2% | -12.2% | -19.3% |
| YTD | -27.8% | -25.6% | -2.1% | -27.5% |
| 1Y | -35.9% | -11.2% | -24.7% | -36.0% |
| 3Y | -1.9% | +388.3% | -390.3% | -1.6% |
| All | -1.9% | +392.8% | -394.7% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling