+96.0%
KEYS vs ULTA
+6.6%
+89.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.3% |
| 7D | +2.3% | +9.0% | -6.7% | +1.2% |
| 30D | -2.6% | +4.6% | -7.2% | -3.0% |
| 3M | -4.6% | +22.0% | -26.6% | -7.8% |
| 6M | +8.7% | -14.7% | +23.4% | +14.8% |
| YTD | +61.0% | -6.8% | +67.8% | +67.4% |
| 1Y | +96.0% | +6.5% | +89.5% | +100.8% |
| All | +96.0% | +6.6% | +89.4% | +100.8% |
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 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