-44.5%
KHC vs UTHR
+247.9%
-292.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -1.1% | -2.1% | +1.0% | -1.0% |
| 30D | +8.8% | +7.2% | +1.7% | +8.0% |
| 3M | -1.2% | +11.1% | -12.3% | -2.5% |
| 6M | +4.6% | +4.2% | +0.5% | +4.0% |
| YTD | +5.1% | +20.8% | -15.7% | +2.3% |
| 1Y | +6.2% | +29.7% | -23.4% | +2.5% |
| 3Y | -12.9% | +164.1% | -177.0% | -25.6% |
| 5Y | -16.8% | +190.7% | -207.4% | -30.8% |
| 10Y | -52.4% | +355.4% | -407.8% | -65.9% |
| All | -44.5% | +247.9% | -292.4% | -57.6% |
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