+386.0%
INSM vs KGC
+548.3%
-162.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.9% | +3.1% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -4.4% | +10.5% | -14.9% | -6.5% |
| 3M | +30.0% | +19.8% | +10.3% | +24.4% |
| 6M | -10.0% | -6.7% | -3.3% | -9.9% |
| YTD | -26.0% | +7.8% | -33.8% | -28.6% |
| 1Y | -12.5% | +35.7% | -48.2% | -20.1% |
| All | +386.0% | +548.3% | -162.2% | +224.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling