+322.5%
UTHR vs KIM
+29.7%
+292.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +3.0% | -1.0% | +4.0% | +3.2% |
| 30D | -4.3% | -1.1% | -3.2% | -4.1% |
| 3M | -8.4% | -5.3% | -3.1% | -7.5% |
| 6M | -4.2% | +3.9% | -8.1% | -5.0% |
| YTD | +4.0% | +20.3% | -16.3% | +0.2% |
| 1Y | +25.5% | +10.4% | +15.1% | +22.8% |
| 3Y | +125.1% | +46.3% | +78.8% | +106.4% |
| 5Y | +140.3% | +37.6% | +102.7% | +120.4% |
| 10Y | +322.5% | +34.5% | +288.0% | +272.3% |
| All | +322.5% | +29.7% | +292.8% | +272.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling