+12.2%
KEY vs UTHR
+179.7%
-167.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -1.3% | -6.1% | +4.9% | -0.4% |
| 30D | +5.1% | +3.1% | +2.0% | +4.6% |
| 3M | -7.1% | +5.5% | -12.6% | -8.1% |
| 6M | -4.4% | -5.8% | +1.4% | -3.7% |
| YTD | +4.0% | +15.3% | -11.3% | +0.8% |
| 1Y | +23.4% | +23.8% | -0.4% | +18.0% |
| 3Y | +113.9% | +146.3% | -32.4% | +69.7% |
| All | +12.2% | +179.7% | -167.5% | -16.1% |
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