+638.2%
KGC vs UTHR
+7,123.9%
-6,485.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.2% |
| 7D | -1.3% | -5.4% | +4.1% | -1.0% |
| 30D | +20.3% | -6.0% | +26.3% | +20.7% |
| 3M | +8.1% | -11.0% | +19.1% | +8.8% |
| 6M | -8.8% | -0.5% | -8.2% | -8.8% |
| YTD | +10.1% | +0.1% | +10.0% | +9.9% |
| 1Y | +44.2% | +28.2% | +16.1% | +41.9% |
| 3Y | +533.0% | +113.8% | +419.2% | +501.4% |
| 5Y | +443.0% | +131.3% | +311.7% | +411.8% |
| 10Y | +678.6% | +296.7% | +381.8% | +605.9% |
| All | +638.2% | +7,123.9% | -6,485.6% | +466.4% |
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