+239.1%
KDP vs UTHR
+366.4%
-127.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.4% |
| 7D | -4.0% | +4.9% | -8.9% | -4.4% |
| 30D | +8.5% | +9.2% | -0.7% | +7.5% |
| 3M | +20.7% | +15.9% | +4.7% | +18.7% |
| 6M | +23.2% | +2.0% | +21.2% | +22.7% |
| YTD | +30.5% | +21.8% | +8.7% | +27.2% |
| 1Y | +35.9% | +28.6% | +7.3% | +31.6% |
| 3Y | +24.8% | +166.2% | -141.4% | +8.6% |
| 5Y | +13.4% | +191.8% | -178.4% | -3.8% |
| All | +239.1% | +366.4% | -127.3% | +148.2% |
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