+585.5%
KGC vs UTHR
+366.4%
+219.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.5% |
| 7D | -4.1% | +4.9% | -9.0% | -4.5% |
| 30D | -11.6% | +9.2% | -20.8% | -12.5% |
| 3M | -24.5% | +15.9% | -40.5% | -25.8% |
| 6M | -34.6% | +2.0% | -36.5% | -34.8% |
| YTD | -26.2% | +21.8% | -47.9% | -27.9% |
| 1Y | -20.1% | +28.6% | -48.7% | -22.4% |
| 3Y | +312.4% | +166.2% | +146.1% | +268.9% |
| 5Y | +224.9% | +191.8% | +33.1% | +185.5% |
| All | +585.5% | +366.4% | +219.2% | +503.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling