+22.3%
KMI vs INSM
-11.6%
+33.9%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.5% | +6.5% | -7.0% | -0.7% |
| 30D | +0.9% | +27.5% | -26.6% | 0.0% |
| 3M | 0.0% | +20.4% | -20.4% | -0.7% |
| 6M | -5.7% | -15.7% | +10.0% | -4.9% |
| YTD | +17.5% | -27.4% | +44.9% | +19.2% |
| 1Y | +22.3% | -11.4% | +33.7% | +25.4% |
| All | +22.3% | -11.6% | +33.9% | +25.4% |
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