+696.7%
KKR vs UTHR
+313.7%
+383.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -6.2% | +1.9% | -8.1% | -6.6% |
| 30D | -8.9% | -2.9% | -6.0% | -8.3% |
| 3M | +6.3% | -8.9% | +15.1% | +8.4% |
| 6M | +16.5% | -8.7% | +25.2% | +18.4% |
| YTD | -20.3% | +2.0% | -22.3% | -21.6% |
| 1Y | -29.8% | +22.8% | -52.6% | -34.6% |
| 3Y | +63.2% | +120.6% | -57.4% | +23.2% |
| 5Y | +68.0% | +136.4% | -68.5% | +20.7% |
| All | +696.7% | +313.7% | +383.0% | +341.0% |
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