+280.1%
KEEL vs UTHR
+529.8%
-249.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -7.1% |
| 7D | +2.7% | +2.8% | -0.1% | +2.1% |
| 30D | +4.6% | -2.3% | +6.8% | +5.1% |
| 3M | -34.5% | -7.4% | -27.1% | -33.4% |
| 6M | +59.3% | -6.0% | +65.2% | +60.6% |
| YTD | +46.4% | +3.4% | +43.0% | +43.8% |
| 1Y | +96.6% | +27.1% | +69.5% | +82.3% |
| 3Y | +182.0% | +123.8% | +58.2% | +119.3% |
| 5Y | -38.2% | +139.6% | -177.9% | -54.2% |
| All | +280.1% | +529.8% | -249.7% | +152.4% |
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