-11.4%
INSM vs KGC
+43.6%
-55.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | +6.5% | -1.3% | +7.8% | +6.7% |
| 30D | +27.5% | +20.3% | +7.3% | +22.7% |
| 3M | +20.4% | +8.1% | +12.3% | +18.0% |
| 6M | -15.7% | -8.8% | -7.0% | -16.0% |
| YTD | -27.4% | +10.1% | -37.5% | -30.6% |
| 1Y | -11.4% | +44.2% | -55.6% | -19.4% |
| All | -11.4% | +43.6% | -55.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling