+502.1%
KORU vs UTHR
+125.3%
+376.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.2% |
| 7D | +20.1% | +3.0% | +17.1% | +19.4% |
| 30D | +47.5% | -4.3% | +51.8% | +48.5% |
| 3M | -30.1% | -8.4% | -21.7% | -29.1% |
| 6M | +20.1% | -4.2% | +24.4% | +20.4% |
| YTD | +166.6% | +4.0% | +162.6% | +162.5% |
| 1Y | +458.9% | +25.5% | +433.4% | +430.3% |
| All | +502.1% | +125.3% | +376.9% | +373.7% |
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