+38.7%
KNX vs UTHR
+135.8%
-97.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -5.6% | +1.9% | -7.5% | -5.7% |
| 30D | -4.4% | -2.9% | -1.6% | -4.2% |
| 3M | -17.3% | -8.9% | -8.5% | -16.8% |
| 6M | +22.6% | -8.7% | +31.4% | +23.3% |
| YTD | +31.1% | +2.0% | +29.1% | +30.2% |
| 1Y | +60.2% | +22.8% | +37.4% | +55.8% |
| 3Y | +35.8% | +120.6% | -84.9% | +21.1% |
| All | +38.7% | +135.8% | -97.1% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling