-39.8%
INSM vs KEEL
-45.0%
+5.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.1% | +9.4% | +5.5% |
| 7D | +13.4% | -13.6% | +27.0% | +14.1% |
| 30D | +5.9% | -39.1% | +45.1% | +8.5% |
| 3M | +11.4% | -48.9% | +60.3% | +14.7% |
| 6M | -21.4% | -35.4% | +14.0% | -21.0% |
| YTD | -36.8% | -10.6% | -26.2% | -39.0% |
| 1Y | -39.8% | -45.3% | +5.5% | -39.7% |
| All | -39.8% | -45.0% | +5.1% | -39.7% |
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