+274.4%
KLAC vs INSM
+392.8%
-118.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.9% |
| 7D | -2.7% | +2.5% | -5.1% | -2.8% |
| 30D | -13.2% | -2.2% | -11.0% | -13.1% |
| 3M | -25.0% | +33.8% | -58.8% | -26.2% |
| 6M | +23.6% | -7.2% | +30.8% | +23.2% |
| YTD | +49.2% | -25.6% | +74.9% | +50.0% |
| 1Y | +89.3% | -11.2% | +100.6% | +88.5% |
| 3Y | +274.4% | +388.3% | -114.0% | +258.3% |
| All | +274.4% | +392.8% | -118.4% | +258.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling