+349.1%
INSM vs KEY
+39.4%
+309.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.8% |
| 7D | +2.8% | +2.7% | 0.0% | +2.2% |
| 30D | -4.7% | -3.2% | -1.5% | -4.2% |
| 3M | +32.6% | +1.0% | +31.7% | +32.0% |
| 6M | -10.9% | +11.9% | -22.7% | -13.1% |
| YTD | -28.2% | +8.7% | -36.9% | -29.7% |
| 1Y | -14.9% | +18.5% | -33.3% | -18.3% |
| 3Y | +375.6% | +124.0% | +251.6% | +290.9% |
| 5Y | +349.1% | +40.8% | +308.3% | +296.2% |
| All | +349.1% | +39.4% | +309.7% | +296.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling