+80.8%
KEYS vs UTHR
+138.8%
-58.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +0.9% | +2.8% | -1.8% | +0.5% |
| 30D | -5.3% | -2.3% | -3.0% | -5.0% |
| 3M | +0.5% | -7.4% | +7.9% | +1.5% |
| 6M | +14.0% | -6.0% | +20.0% | +14.7% |
| YTD | +60.3% | +3.4% | +56.9% | +58.2% |
| 1Y | +91.3% | +27.1% | +64.2% | +82.0% |
| 3Y | +146.1% | +123.8% | +22.3% | +107.5% |
| 5Y | +80.8% | +139.6% | -58.9% | +52.6% |
| All | +80.8% | +138.8% | -58.0% | +52.6% |
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