+26.2%
KLAC vs INSM
-40.6%
+66.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.3% | -9.4% | -4.5% |
| 7D | -5.7% | +13.4% | -19.1% | -6.7% |
| 30D | -27.6% | +5.9% | -33.5% | -28.1% |
| 3M | -23.3% | +11.4% | -34.7% | -24.5% |
| 6M | -12.4% | -21.4% | +9.1% | -12.6% |
| YTD | +23.7% | -36.8% | +60.5% | +22.6% |
| 1Y | +26.2% | -39.8% | +66.0% | +18.1% |
| All | +26.2% | -40.6% | +66.8% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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