+175.8%
KDP vs UTHR
+308.5%
-132.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | +2.1% | -2.9% | +4.9% | +2.3% |
| 30D | +8.5% | -7.6% | +16.0% | +9.3% |
| 3M | +6.6% | -8.6% | +15.2% | +7.5% |
| 6M | +17.1% | +4.1% | +12.9% | +16.2% |
| YTD | +19.0% | +2.2% | +16.8% | +18.2% |
| 1Y | +21.8% | +26.2% | -4.4% | +17.9% |
| 3Y | +6.4% | +121.2% | -114.7% | -5.5% |
| 5Y | +5.1% | +136.5% | -131.4% | -8.6% |
| 10Y | +175.8% | +300.1% | -124.3% | +105.9% |
| All | +175.8% | +308.5% | -132.7% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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