-10.7%
KHC vs UTHR
+123.2%
-133.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.2% |
| 7D | -2.2% | -2.9% | +0.7% | -2.3% |
| 30D | -0.1% | -7.6% | +7.5% | -0.2% |
| 3M | +8.3% | -8.6% | +16.9% | +8.2% |
| 6M | +5.0% | +4.1% | +0.8% | +5.1% |
| YTD | +8.0% | +2.2% | +5.8% | +8.2% |
| 1Y | -1.1% | +26.2% | -27.3% | -0.5% |
| 3Y | -10.7% | +121.2% | -131.9% | -11.8% |
| All | -10.7% | +123.2% | -133.9% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling