+113.6%
KEY vs UTHR
+363.8%
-250.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -1.0% | +1.7% |
| 7D | -0.4% | -2.3% | +1.9% | +0.2% |
| 30D | +7.2% | +6.1% | +1.1% | +5.5% |
| 3M | -4.9% | +8.1% | -13.0% | -7.4% |
| 6M | +1.1% | +3.1% | -2.0% | -0.4% |
| YTD | +6.8% | +19.5% | -12.7% | +0.1% |
| 1Y | +23.3% | +29.7% | -6.5% | +12.8% |
| 3Y | +126.1% | +162.7% | -36.6% | +57.2% |
| 5Y | +15.2% | +192.8% | -177.6% | -24.9% |
| 10Y | +113.6% | +348.1% | -234.5% | +4.7% |
| All | +113.6% | +363.8% | -250.2% | +4.7% |
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