-26.8%
INSM vs KEY
+161.0%
-187.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +9.8% | -0.5% | +10.3% | +9.9% |
| 30D | +22.5% | +6.7% | +15.8% | +20.8% |
| 3M | -8.9% | -4.6% | -4.3% | -8.1% |
| 6M | +16.2% | +2.6% | +13.6% | +15.2% |
| YTD | -30.6% | +7.0% | -37.6% | -31.9% |
| 1Y | -37.7% | +23.5% | -61.1% | -40.7% |
| 3Y | +408.4% | +126.4% | +282.0% | +317.4% |
| 5Y | +279.6% | +13.0% | +266.6% | +249.4% |
| 10Y | +735.6% | +99.5% | +636.2% | +563.4% |
| All | -26.8% | +161.0% | -187.8% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling