+369.0%
UTHR vs KIM
+63.9%
+305.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | +8.3% | +14.8% | -6.5% | +5.4% |
| 3M | +15.5% | +8.1% | +7.4% | +13.8% |
| 6M | +4.5% | +11.7% | -7.1% | +2.2% |
| YTD | +22.2% | +30.7% | -8.5% | +15.8% |
| 1Y | +29.7% | +29.7% | 0.0% | +23.0% |
| 3Y | +167.3% | +65.1% | +102.2% | +139.6% |
| 5Y | +196.5% | +34.7% | +161.8% | +173.0% |
| 10Y | +369.0% | +64.1% | +304.9% | +299.5% |
| All | +369.0% | +63.9% | +305.2% | +299.5% |
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