+14.7%
KMB vs UTHR
+310.6%
-295.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.3% |
| 7D | -8.6% | +3.0% | -11.6% | -8.8% |
| 30D | -7.5% | -4.3% | -3.2% | -7.2% |
| 3M | -0.6% | -8.4% | +7.7% | 0.0% |
| 6M | -1.5% | -4.2% | +2.7% | -1.4% |
| YTD | +1.6% | +4.0% | -2.4% | +0.9% |
| 1Y | -20.8% | +25.5% | -46.3% | -22.8% |
| 3Y | -12.4% | +125.1% | -137.5% | -20.5% |
| 5Y | -12.9% | +140.3% | -153.3% | -22.1% |
| 10Y | +14.7% | +322.5% | -307.8% | -7.9% |
| All | +14.7% | +310.6% | -295.9% | -7.9% |
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