+247.9%
KDP vs ULTA
+174.9%
+73.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | -0.8% | +2.5% | -3.3% | -1.1% |
| 30D | +9.7% | +11.5% | -1.8% | +8.0% |
| 3M | +17.6% | +28.1% | -10.5% | +13.3% |
| 6M | +25.8% | +34.2% | -8.5% | +20.1% |
| YTD | +33.9% | +9.2% | +24.7% | +31.2% |
| 1Y | +38.9% | +23.7% | +15.1% | +33.4% |
| 3Y | +26.8% | +69.2% | -42.4% | +13.7% |
| 5Y | +16.3% | +66.6% | -50.3% | +3.0% |
| All | +247.9% | +174.9% | +73.0% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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