-11.4%
INSM vs KEEL
+169.0%
-180.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.4% |
| 7D | +6.5% | +7.8% | -1.2% | +6.2% |
| 30D | +27.5% | -11.7% | +39.2% | +27.8% |
| 3M | +20.4% | -41.5% | +61.9% | +22.6% |
| 6M | -15.7% | +54.9% | -70.6% | -18.1% |
| YTD | -27.4% | +47.7% | -75.1% | -29.7% |
| 1Y | -11.4% | +177.6% | -189.0% | -14.1% |
| All | -11.4% | +169.0% | -180.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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