-50.1%
KVYO vs UTHR
+123.4%
-173.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.4% |
| 7D | -12.1% | +1.9% | -14.0% | -12.1% |
| 30D | -5.2% | -2.9% | -2.3% | -5.1% |
| 3M | +14.5% | -8.9% | +23.3% | +14.7% |
| 6M | -17.6% | -8.7% | -8.9% | -17.8% |
| YTD | -49.6% | +2.0% | -51.6% | -50.4% |
| 1Y | -48.6% | +22.8% | -71.3% | -50.5% |
| All | -50.1% | +123.4% | -173.5% | -59.5% |
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