+367.9%
INSM vs KMX
-54.8%
+422.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | +2.5% | -3.1% | +5.6% | +3.1% |
| 30D | -2.2% | +4.4% | -6.6% | -3.1% |
| 3M | +33.8% | +18.9% | +14.9% | +28.7% |
| 6M | -7.2% | +44.3% | -51.4% | -15.0% |
| YTD | -25.6% | +58.7% | -84.3% | -33.9% |
| 1Y | -11.2% | +0.1% | -11.3% | -12.8% |
| 3Y | +388.3% | -24.4% | +412.8% | +400.7% |
| All | +367.9% | -54.8% | +422.7% | +420.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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