+9,559.2%
UTHR vs KIM
+685.9%
+8,873.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | -2.1% | +2.8% | -4.9% | -2.6% |
| 30D | +7.2% | +15.9% | -8.7% | +4.0% |
| 3M | +11.1% | +7.8% | +3.4% | +9.4% |
| 6M | +4.2% | +11.9% | -7.7% | +1.7% |
| YTD | +20.8% | +31.0% | -10.2% | +14.1% |
| 1Y | +29.7% | +32.3% | -2.7% | +22.2% |
| 3Y | +164.1% | +65.5% | +98.7% | +135.7% |
| 5Y | +190.7% | +37.2% | +153.5% | +165.9% |
| 10Y | +355.4% | +63.9% | +291.5% | +276.7% |
| All | +9,559.2% | +685.9% | +8,873.3% | +3,469.6% |
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