+857.2%
INSM vs KEYS
+1,113.8%
-256.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | -0.2% |
| 7D | +2.5% | +3.5% | -1.0% | +0.8% |
| 30D | -2.2% | -4.5% | +2.3% | -0.4% |
| 3M | +33.8% | -0.4% | +34.2% | +31.6% |
| 6M | -7.2% | +19.1% | -26.3% | -16.4% |
| YTD | -25.6% | +66.7% | -92.3% | -44.7% |
| 1Y | -11.2% | +96.5% | -107.7% | -39.9% |
| 3Y | +388.3% | +155.2% | +233.2% | +174.0% |
| 5Y | +376.6% | +88.0% | +288.7% | +208.3% |
| 10Y | +881.9% | +1,046.8% | -164.9% | +116.0% |
| All | +857.2% | +1,113.8% | -256.6% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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