+386.0%
INSM vs KEY
+121.2%
+264.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | -4.4% | -3.3% | -1.1% | -4.0% |
| 3M | +30.0% | -0.7% | +30.8% | +29.7% |
| 6M | -10.0% | +12.5% | -22.5% | -12.1% |
| YTD | -26.0% | +8.4% | -34.4% | -27.3% |
| 1Y | -12.5% | +18.4% | -30.9% | -15.5% |
| All | +386.0% | +121.2% | +264.9% | +303.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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