-35.3%
KEEL vs ULTA
+44.7%
-80.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +2.4% |
| 7D | +2.9% | -3.1% | +6.0% | +4.9% |
| 30D | +0.8% | +2.8% | -2.0% | -2.0% |
| 3M | -35.3% | +14.8% | -50.1% | -42.4% |
| 6M | +59.4% | -16.2% | +75.6% | +74.6% |
| YTD | +51.9% | -9.6% | +61.5% | +57.6% |
| 1Y | +75.0% | +4.8% | +70.2% | +59.7% |
| 3Y | +224.5% | +30.7% | +193.9% | +126.7% |
| All | -35.3% | +44.7% | -80.0% | -63.8% |
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