+7,901.8%
UTHR vs KIM
+622.3%
+7,279.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -5.4% | +0.4% | -5.8% | -5.5% |
| 30D | -6.0% | -4.0% | -2.1% | -5.3% |
| 3M | -11.0% | +0.5% | -11.5% | -11.2% |
| 6M | -0.5% | +3.6% | -4.1% | -1.4% |
| YTD | +0.1% | +20.4% | -20.4% | -3.8% |
| 1Y | +28.2% | +9.7% | +18.5% | +25.4% |
| 3Y | +113.8% | +46.0% | +67.8% | +95.5% |
| 5Y | +131.3% | +34.4% | +96.9% | +112.3% |
| 10Y | +296.7% | +29.3% | +267.4% | +244.3% |
| All | +7,901.8% | +622.3% | +7,279.6% | +2,909.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling