+340.0%
UTHR vs KIM
+63.6%
+276.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +9.5% | +14.1% | -4.6% | +6.7% |
| 3M | +17.9% | +6.0% | +11.9% | +16.6% |
| 6M | +2.0% | +13.2% | -11.2% | -0.5% |
| YTD | +21.3% | +30.4% | -9.1% | +15.0% |
| 1Y | +27.9% | +31.0% | -3.2% | +21.1% |
| 3Y | +162.3% | +67.6% | +94.7% | +134.6% |
| 5Y | +190.7% | +35.8% | +155.0% | +167.4% |
| All | +340.0% | +63.6% | +276.4% | +271.0% |
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