-59.4%
KEEL vs ULTA
+25.8%
-85.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -1.6% | -19.8% | -21.2% |
| 7D | -28.6% | +0.2% | -28.8% | -28.5% |
| 30D | -52.4% | +18.7% | -71.2% | -53.5% |
| 3M | -58.0% | +20.5% | -78.5% | -58.7% |
| 6M | -53.3% | +22.0% | -75.3% | -53.5% |
| YTD | -29.8% | +7.4% | -37.2% | -27.1% |
| 1Y | -59.4% | +24.5% | -83.9% | -56.6% |
| All | -59.4% | +25.8% | -85.1% | -56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling