+47.1%
KEY vs ULTA
+1,628.6%
-1,581.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | +2.2% | +9.0% | -6.8% | -1.3% |
| 30D | -3.0% | +4.6% | -7.6% | -5.1% |
| 3M | +3.3% | +22.0% | -18.6% | -5.2% |
| 6M | +9.2% | -14.7% | +23.9% | +14.5% |
| YTD | +10.6% | -6.8% | +17.4% | +11.7% |
| 1Y | +20.4% | +6.5% | +13.9% | +14.5% |
| 3Y | +121.8% | +35.6% | +86.2% | +83.5% |
| 5Y | +41.1% | +47.6% | -6.5% | +9.6% |
| 10Y | +168.5% | +128.9% | +39.6% | +60.8% |
| All | +47.1% | +1,628.6% | -1,581.5% | -80.1% |
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