+395.3%
KGC vs UTHR
+8,689.8%
-8,294.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.5% |
| 7D | -4.1% | +4.9% | -9.0% | -4.3% |
| 30D | -11.6% | +9.2% | -20.8% | -12.1% |
| 3M | -24.5% | +15.9% | -40.5% | -25.3% |
| 6M | -34.6% | +2.0% | -36.5% | -34.7% |
| YTD | -26.2% | +21.8% | -47.9% | -27.2% |
| 1Y | -20.1% | +28.6% | -48.7% | -21.5% |
| 3Y | +312.4% | +166.2% | +146.1% | +286.5% |
| 5Y | +224.9% | +191.8% | +33.1% | +202.0% |
| 10Y | +608.7% | +367.2% | +241.6% | +535.8% |
| All | +395.3% | +8,689.8% | -8,294.5% | +275.3% |
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 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