+47.2%
KORU vs UTHR
+138.8%
-91.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.6% | -11.9% | -12.4% |
| 7D | +2.3% | +2.8% | -0.5% | +1.6% |
| 30D | +20.0% | -2.3% | +22.3% | +20.5% |
| 3M | -32.7% | -7.4% | -25.3% | -31.7% |
| 6M | +13.3% | -6.0% | +19.3% | +14.1% |
| YTD | +133.2% | +3.4% | +129.8% | +128.4% |
| 1Y | +357.3% | +27.1% | +330.2% | +320.8% |
| 3Y | +452.7% | +123.8% | +328.8% | +287.3% |
| 5Y | +47.2% | +139.6% | -92.4% | -3.2% |
| All | +47.2% | +138.8% | -91.5% | -3.2% |
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 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