-43.1%
KHC vs UTHR
+188.2%
-231.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -1.8% | -5.4% | +3.6% | -1.2% |
| 30D | -1.9% | -6.0% | +4.2% | -1.3% |
| 3M | +14.4% | -11.0% | +25.4% | +15.8% |
| 6M | +8.7% | -0.5% | +9.3% | +8.4% |
| YTD | +7.8% | +0.1% | +7.7% | +7.2% |
| 1Y | -1.5% | +28.2% | -29.7% | -5.0% |
| 3Y | -9.9% | +113.8% | -123.7% | -21.1% |
| 5Y | -10.7% | +131.3% | -142.0% | -23.8% |
| 10Y | -55.7% | +296.7% | -352.4% | -67.8% |
| All | -43.1% | +188.2% | -231.3% | -55.6% |
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