+23.6%
KLAC vs INSM
-9.5%
+33.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.8% |
| 7D | -2.7% | +2.5% | -5.1% | -2.9% |
| 30D | -13.2% | -2.2% | -11.0% | -13.1% |
| 3M | -25.0% | +33.8% | -58.8% | -27.4% |
| 6M | +23.6% | -7.2% | +30.8% | +23.3% |
| All | +23.6% | -9.5% | +33.1% | +23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling