-23.5%
INSM vs KEY
+170.0%
-193.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +6.5% | +2.2% | +4.3% | +6.0% |
| 30D | +27.5% | -3.0% | +30.6% | +28.2% |
| 3M | +20.4% | +3.3% | +17.0% | +19.3% |
| 6M | -15.7% | +9.2% | -24.9% | -17.4% |
| YTD | -27.4% | +10.6% | -38.1% | -29.2% |
| 1Y | -11.4% | +20.4% | -31.8% | -15.3% |
| 3Y | +457.8% | +121.8% | +336.0% | +359.0% |
| 5Y | +343.0% | +41.1% | +301.8% | +288.9% |
| 10Y | +848.1% | +168.5% | +679.6% | +617.6% |
| All | -23.5% | +170.0% | -193.5% | -56.1% |
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