+35.8%
KNX vs UTHR
+121.0%
-85.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.5% |
| 7D | -5.6% | +1.9% | -7.5% | -5.7% |
| 30D | -4.4% | -2.9% | -1.6% | -4.3% |
| 3M | -17.3% | -8.9% | -8.5% | -16.9% |
| 6M | +22.6% | -8.7% | +31.4% | +23.1% |
| YTD | +31.1% | +2.0% | +29.1% | +30.4% |
| 1Y | +60.2% | +22.8% | +37.4% | +56.6% |
| 3Y | +35.8% | +120.6% | -84.9% | +25.8% |
| All | +35.8% | +121.0% | -85.2% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling