+59.6%
KEYS vs UTHR
+40.6%
+19.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.2% | -7.5% | -6.3% |
| 7D | -14.8% | +3.8% | -18.5% | -14.9% |
| 30D | -25.6% | +13.4% | -39.0% | -26.0% |
| 3M | -16.2% | +17.3% | -33.5% | -16.8% |
| 6M | -18.6% | +4.7% | -23.3% | -18.2% |
| YTD | +40.7% | +24.9% | +15.8% | +39.6% |
| 1Y | +59.6% | +39.1% | +20.5% | +36.9% |
| All | +59.6% | +40.6% | +19.0% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling