+13.0%
KEY vs ULTA
+67.7%
-54.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +6.7% | +16.1% | -9.4% | +1.7% |
| 3M | -4.6% | +21.7% | -26.4% | -10.7% |
| 6M | +2.6% | +28.7% | -26.2% | -6.0% |
| YTD | +7.0% | +8.9% | -2.0% | +2.8% |
| 1Y | +23.5% | +26.1% | -2.6% | +12.4% |
| 3Y | +126.4% | +69.1% | +57.3% | +75.1% |
| 5Y | +13.0% | +66.6% | -53.6% | -13.6% |
| All | +13.0% | +67.7% | -54.7% | -13.6% |
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 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