-1.9%
KWEB vs UTHR
+121.0%
-122.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | -5.6% | +1.9% | -7.5% | -5.7% |
| 30D | -10.7% | -2.9% | -7.8% | -10.5% |
| 3M | -7.4% | -8.9% | +1.4% | -6.9% |
| 6M | -19.3% | -8.7% | -10.6% | -18.8% |
| YTD | -27.8% | +2.0% | -29.8% | -27.9% |
| 1Y | -35.9% | +22.8% | -58.7% | -36.8% |
| 3Y | -1.9% | +120.6% | -122.6% | -14.5% |
| All | -1.9% | +121.0% | -122.9% | -14.5% |
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 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