+298.7%
KGC vs UTHR
+190.4%
+108.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +2.3% |
| 7D | +11.1% | -2.3% | +13.4% | +11.4% |
| 30D | -3.7% | +6.1% | -9.8% | -4.6% |
| 3M | -17.2% | +8.1% | -25.3% | -18.3% |
| 6M | -27.3% | +3.1% | -30.4% | -27.8% |
| YTD | -18.5% | +19.5% | -38.1% | -20.9% |
| 1Y | -5.7% | +29.7% | -35.5% | -9.4% |
| 3Y | +336.5% | +162.7% | +173.8% | +268.3% |
| 5Y | +298.7% | +192.8% | +105.9% | +203.0% |
| All | +298.7% | +190.4% | +108.3% | +203.0% |
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