+3.0%
KDP vs ULTA
+39.1%
-36.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | -4.3% | -3.9% | -0.5% | -3.9% |
| 30D | +7.8% | -1.1% | +8.9% | +7.9% |
| 3M | -0.1% | +13.8% | -13.8% | -1.5% |
| 6M | +14.0% | -17.2% | +31.2% | +15.6% |
| YTD | +15.1% | -11.5% | +26.5% | +15.9% |
| 1Y | +18.5% | +3.9% | +14.6% | +17.3% |
| 3Y | +2.9% | +29.5% | -26.6% | -2.1% |
| 5Y | +3.0% | +42.9% | -39.9% | -4.0% |
| All | +3.0% | +39.1% | -36.2% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling