+35.7%
KGC vs UTHR
+28.4%
+7.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | -0.1% | +3.0% | -3.1% | -0.5% |
| 30D | +10.5% | -4.3% | +14.8% | +11.2% |
| 3M | +19.8% | -8.4% | +28.2% | +21.3% |
| 6M | -6.7% | -4.2% | -2.4% | -5.7% |
| YTD | +7.8% | +4.0% | +3.8% | +8.1% |
| 1Y | +35.7% | +25.5% | +10.2% | +33.5% |
| All | +35.7% | +28.4% | +7.2% | +33.5% |
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