+388.3%
INSM vs KEEL
+197.5%
+190.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.2% |
| 7D | +2.5% | +2.9% | -0.4% | +2.1% |
| 30D | -2.2% | +0.8% | -3.0% | -2.7% |
| 3M | +33.8% | -35.3% | +69.1% | +38.1% |
| 6M | -7.2% | +59.4% | -66.5% | -15.7% |
| YTD | -25.6% | +51.9% | -77.6% | -33.1% |
| 1Y | -11.2% | +75.0% | -86.2% | -25.8% |
| 3Y | +388.3% | +224.5% | +163.8% | +250.0% |
| All | +388.3% | +197.5% | +190.8% | +250.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling