+454.5%
KGC vs UTHR
+139.1%
+315.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.5% | -2.6% |
| 7D | +2.4% | -2.9% | +5.3% | +2.8% |
| 30D | +9.2% | -7.6% | +16.8% | +10.3% |
| 3M | +16.7% | -8.6% | +25.3% | +18.1% |
| 6M | -7.0% | +4.1% | -11.1% | -7.6% |
| YTD | +7.5% | +2.2% | +5.3% | +6.8% |
| 1Y | +34.4% | +26.2% | +8.2% | +29.8% |
| 3Y | +552.0% | +121.2% | +430.8% | +465.2% |
| 5Y | +454.5% | +136.5% | +318.0% | +347.0% |
| All | +454.5% | +139.1% | +315.5% | +347.0% |
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