-54.3%
KHC vs UTHR
+310.6%
-364.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.4% |
| 7D | -4.8% | +3.0% | -7.8% | -5.1% |
| 30D | +0.3% | -4.3% | +4.6% | +0.7% |
| 3M | +6.7% | -8.4% | +15.1% | +7.6% |
| 6M | +4.2% | -4.2% | +8.4% | +4.4% |
| YTD | +6.7% | +4.0% | +2.7% | +5.8% |
| 1Y | -1.4% | +25.5% | -26.9% | -4.6% |
| 3Y | -11.8% | +125.1% | -136.9% | -23.4% |
| 5Y | -13.4% | +140.3% | -153.7% | -26.5% |
| 10Y | -54.3% | +322.5% | -376.8% | -67.5% |
| All | -54.3% | +310.6% | -364.9% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling