+1,080.2%
KEYS vs UTHR
+300.7%
+779.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.5% |
| 7D | +4.4% | -2.9% | +7.3% | +5.0% |
| 30D | -2.2% | -7.6% | +5.4% | -0.7% |
| 3M | +0.5% | -8.6% | +9.1% | +2.2% |
| 6M | +22.4% | +4.1% | +18.2% | +20.5% |
| YTD | +64.1% | +2.2% | +61.9% | +61.7% |
| 1Y | +97.0% | +26.2% | +70.8% | +84.8% |
| 3Y | +152.0% | +121.2% | +30.8% | +101.7% |
| 5Y | +83.7% | +136.5% | -52.8% | +42.1% |
| 10Y | +997.9% | +300.1% | +697.8% | +579.2% |
| All | +1,080.2% | +300.7% | +779.6% | +617.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling