+367.9%
INSM vs KGC
+453.5%
-85.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +2.5% | -5.6% | +8.1% | +3.7% |
| 30D | -2.2% | +6.1% | -8.3% | -3.7% |
| 3M | +33.8% | +17.3% | +16.5% | +28.2% |
| 6M | -7.2% | -10.3% | +3.1% | -6.2% |
| YTD | -25.6% | +3.9% | -29.5% | -27.8% |
| 1Y | -11.2% | +25.7% | -37.0% | -17.9% |
| 3Y | +388.3% | +526.0% | -137.6% | +207.9% |
| All | +367.9% | +453.5% | -85.7% | +187.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling