+1,278.3%
KDP vs UTHR
+1,120.7%
+157.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +2.2% | -6.1% | +8.3% | +2.9% |
| 30D | +19.9% | +3.1% | +16.8% | +19.5% |
| 3M | +21.5% | +5.5% | +16.0% | +20.4% |
| 6M | +30.1% | -5.8% | +35.9% | +30.6% |
| YTD | +34.9% | +15.3% | +19.6% | +31.8% |
| 1Y | +43.4% | +23.8% | +19.6% | +38.8% |
| 3Y | +29.1% | +146.3% | -117.2% | +12.4% |
| 5Y | +15.0% | +177.8% | -162.8% | -2.6% |
| 10Y | +234.1% | +392.4% | -158.3% | +150.4% |
| All | +1,278.3% | +1,120.7% | +157.6% | +682.0% |
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