+41.5%
KEY vs ULTA
+1,894.7%
-1,853.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | +7.1% | +12.4% | -5.3% | +2.2% |
| 3M | -5.9% | +22.4% | -28.3% | -13.6% |
| 6M | +2.2% | +28.9% | -26.7% | -8.6% |
| YTD | +6.4% | +7.6% | -1.2% | +1.4% |
| 1Y | +24.8% | +21.6% | +3.2% | +12.6% |
| 3Y | +125.2% | +67.0% | +58.2% | +71.1% |
| 5Y | +13.0% | +64.2% | -51.2% | -15.6% |
| 10Y | +98.5% | +172.5% | -74.1% | +11.6% |
| All | +41.5% | +1,894.7% | -1,853.2% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling