+52.0%
KR vs UTHR
+135.8%
-83.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.8% |
| 7D | -0.2% | +1.9% | -2.1% | -0.3% |
| 30D | +5.1% | -2.9% | +7.9% | +5.1% |
| 3M | -8.2% | -8.9% | +0.7% | -7.8% |
| 6M | -18.0% | -8.7% | -9.3% | -17.7% |
| YTD | -4.8% | +2.0% | -6.8% | -5.0% |
| 1Y | -11.0% | +22.8% | -33.8% | -12.4% |
| 3Y | +37.7% | +120.6% | -83.0% | +28.6% |
| All | +52.0% | +135.8% | -83.7% | +34.9% |
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