+37.7%
KR vs UTHR
+121.0%
-83.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.7% |
| 7D | -0.2% | +1.9% | -2.1% | -0.2% |
| 30D | +5.1% | -2.9% | +7.9% | +5.1% |
| 3M | -8.2% | -8.9% | +0.7% | -8.0% |
| 6M | -18.0% | -8.7% | -9.3% | -17.9% |
| YTD | -4.8% | +2.0% | -6.8% | -4.8% |
| 1Y | -11.0% | +22.8% | -33.8% | -11.8% |
| 3Y | +37.7% | +120.6% | -83.0% | +35.8% |
| All | +37.7% | +121.0% | -83.3% | +35.8% |
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