-44.1%
KHC vs UTHR
+244.2%
-288.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.2% |
| 7D | -2.0% | -2.3% | +0.2% | -1.8% |
| 30D | +9.7% | +6.1% | +3.6% | +9.0% |
| 3M | -2.0% | +8.1% | -10.1% | -3.0% |
| 6M | +5.4% | +3.1% | +2.3% | +4.9% |
| YTD | +5.9% | +19.5% | -13.6% | +3.2% |
| 1Y | +7.5% | +29.7% | -22.3% | +3.7% |
| 3Y | -12.4% | +162.7% | -175.1% | -25.2% |
| 5Y | -15.8% | +192.8% | -208.6% | -30.2% |
| 10Y | -54.1% | +348.1% | -402.2% | -67.0% |
| All | -44.1% | +244.2% | -288.3% | -57.3% |
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