+129.5%
KMI vs INSM
+884.9%
-755.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -1.7% | +2.5% | -4.2% | -1.9% |
| 30D | -2.7% | -2.2% | -0.6% | -2.6% |
| 3M | -0.7% | +33.8% | -34.5% | -3.1% |
| 6M | -5.0% | -7.2% | +2.2% | -5.3% |
| YTD | +15.5% | -25.6% | +41.1% | +16.7% |
| 1Y | +16.4% | -11.2% | +27.7% | +15.9% |
| 3Y | +114.2% | +388.3% | -274.2% | +81.1% |
| 5Y | +153.3% | +376.6% | -223.4% | +109.5% |
| All | +129.5% | +884.9% | -755.3% | +78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling