+1,117.5%
KDP vs UTHR
+959.1%
+158.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | +1.3% | -5.4% | +6.7% | +1.9% |
| 30D | +6.0% | -6.0% | +12.0% | +6.7% |
| 3M | +9.2% | -11.0% | +20.2% | +10.5% |
| 6M | +14.7% | -0.5% | +15.2% | +14.4% |
| YTD | +19.2% | +0.1% | +19.1% | +18.5% |
| 1Y | +15.2% | +28.2% | -13.0% | +10.9% |
| 3Y | +6.0% | +113.8% | -107.8% | -6.1% |
| 5Y | +5.4% | +131.3% | -125.9% | -8.6% |
| 10Y | +171.9% | +296.7% | -124.9% | +109.3% |
| All | +1,117.5% | +959.1% | +158.4% | +603.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling