-35.3%
KEEL vs UTHR
+135.8%
-171.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.1% |
| 7D | +2.9% | +1.9% | +0.9% | +2.4% |
| 30D | +0.8% | -2.9% | +3.7% | +1.6% |
| 3M | -35.3% | -8.9% | -26.5% | -34.0% |
| 6M | +59.4% | -8.7% | +68.1% | +62.0% |
| YTD | +51.9% | +2.0% | +49.9% | +49.4% |
| 1Y | +75.0% | +22.8% | +52.2% | +62.7% |
| 3Y | +224.5% | +120.6% | +103.9% | +144.4% |
| All | -35.3% | +135.8% | -171.1% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling