+6,259.3%
KLAC vs INSM
-19.5%
+6,278.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -3.4% |
| 7D | +6.2% | +1.7% | +4.5% | +6.1% |
| 30D | -5.0% | -4.4% | -0.6% | -4.8% |
| 3M | -14.4% | +30.0% | -44.5% | -16.1% |
| 6M | +28.3% | -10.0% | +38.3% | +28.2% |
| YTD | +51.1% | -26.0% | +77.1% | +52.6% |
| 1Y | +100.4% | -12.5% | +112.9% | +99.8% |
| 3Y | +276.3% | +390.5% | -114.1% | +227.5% |
| 5Y | +452.1% | +357.7% | +94.3% | +377.6% |
| 10Y | +2,986.0% | +877.2% | +2,108.7% | +2,381.4% |
| All | +6,259.3% | -19.5% | +6,278.8% | +4,367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling