+2,623.9%
KNX vs UTHR
+7,408.4%
-4,784.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -3.0% |
| 7D | +2.3% | +3.0% | -0.7% | +1.9% |
| 30D | +0.5% | -4.3% | +4.8% | +0.9% |
| 3M | -14.1% | -8.4% | -5.8% | -13.4% |
| 6M | +19.8% | -4.2% | +24.0% | +20.0% |
| YTD | +32.7% | +4.0% | +28.7% | +31.3% |
| 1Y | +62.3% | +25.5% | +36.8% | +56.6% |
| 3Y | +36.8% | +125.1% | -88.3% | +20.7% |
| 5Y | +41.8% | +140.3% | -98.6% | +22.7% |
| 10Y | +169.7% | +322.5% | -152.8% | +111.2% |
| All | +2,623.9% | +7,408.4% | -4,784.6% | +1,519.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling