+145.4%
KEYS vs UTHR
+124.0%
+21.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | +0.9% | +2.8% | -1.8% | +0.6% |
| 30D | -5.3% | -2.3% | -3.0% | -5.0% |
| 3M | +0.5% | -7.4% | +7.9% | +1.3% |
| 6M | +14.0% | -6.0% | +20.0% | +14.6% |
| YTD | +60.3% | +3.4% | +56.9% | +58.7% |
| 1Y | +91.3% | +27.1% | +64.2% | +83.8% |
| All | +145.4% | +124.0% | +21.4% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling