+21.3%
KWEB vs UTHR
+569.4%
-548.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.6% |
| 7D | -3.6% | +3.0% | -6.6% | -4.1% |
| 30D | -14.9% | -4.3% | -10.6% | -14.3% |
| 3M | -5.4% | -8.4% | +3.0% | -4.2% |
| 6M | -18.9% | -4.2% | -14.6% | -18.5% |
| YTD | -27.2% | +4.0% | -31.2% | -28.1% |
| 1Y | -34.2% | +25.5% | -59.7% | -37.2% |
| 3Y | +0.6% | +125.1% | -124.5% | -16.4% |
| 5Y | -43.5% | +140.3% | -183.8% | -54.4% |
| 10Y | -20.6% | +322.5% | -343.1% | -45.7% |
| All | +21.3% | +569.4% | -548.1% | -25.0% |
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