+167.0%
KEY vs UTHR
+308.5%
-141.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.3% |
| 7D | +2.7% | -2.9% | +5.6% | +3.5% |
| 30D | -3.2% | -7.6% | +4.4% | -1.3% |
| 3M | +1.0% | -8.6% | +9.5% | +3.1% |
| 6M | +11.9% | +4.1% | +7.7% | +9.5% |
| YTD | +8.7% | +2.2% | +6.5% | +6.6% |
| 1Y | +18.5% | +26.2% | -7.7% | +8.8% |
| 3Y | +124.0% | +121.2% | +2.8% | +63.3% |
| 5Y | +40.8% | +136.5% | -95.7% | -2.3% |
| 10Y | +167.0% | +300.1% | -133.1% | +31.7% |
| All | +167.0% | +308.5% | -141.5% | +31.7% |
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