-24.3%
INSM vs KGC
+1,071.7%
-1,096.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -1.0% |
| 7D | +2.8% | +2.4% | +0.3% | +2.7% |
| 30D | -4.7% | +9.2% | -14.0% | -5.0% |
| 3M | +32.6% | +16.7% | +15.9% | +31.8% |
| 6M | -10.9% | -7.0% | -3.9% | -10.8% |
| YTD | -28.2% | +7.5% | -35.7% | -28.6% |
| 1Y | -14.9% | +34.4% | -49.2% | -15.8% |
| 3Y | +375.6% | +552.0% | -176.4% | +352.1% |
| 5Y | +349.1% | +454.5% | -105.4% | +326.1% |
| 10Y | +796.6% | +658.7% | +137.9% | +753.7% |
| All | -24.3% | +1,071.7% | -1,096.0% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling