+111.9%
KMI vs INSM
+2,083.1%
-1,971.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.0% |
| 7D | -1.8% | +1.7% | -3.5% | -1.9% |
| 30D | +0.1% | -4.4% | +4.5% | +0.3% |
| 3M | +1.2% | +30.0% | -28.9% | -1.1% |
| 6M | -3.9% | -10.0% | +6.1% | -4.1% |
| YTD | +17.5% | -26.0% | +43.5% | +18.8% |
| 1Y | +22.6% | -12.5% | +35.1% | +22.2% |
| 3Y | +116.3% | +390.5% | -274.2% | +84.4% |
| 5Y | +157.6% | +357.7% | -200.1% | +116.4% |
| 10Y | +136.6% | +877.2% | -740.7% | +78.6% |
| All | +111.9% | +2,083.1% | -1,971.2% | +47.3% |
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 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