+8.0%
KMX vs UTHR
+313.7%
-305.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.6% |
| 7D | -3.1% | +1.9% | -5.1% | -3.5% |
| 30D | +4.4% | -2.9% | +7.3% | +4.9% |
| 3M | +18.9% | -8.9% | +27.8% | +20.6% |
| 6M | +44.3% | -8.7% | +53.0% | +45.9% |
| YTD | +58.7% | +2.0% | +56.7% | +56.2% |
| 1Y | +0.1% | +22.8% | -22.7% | -5.4% |
| 3Y | -24.4% | +120.6% | -145.1% | -39.7% |
| 5Y | -54.4% | +136.4% | -190.8% | -65.1% |
| All | +8.0% | +313.7% | -305.7% | -36.3% |
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 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