+1,018.0%
KEYS vs ULTA
+132.3%
+885.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.5% |
| 7D | +3.5% | -3.1% | +6.6% | +4.3% |
| 30D | -4.5% | +2.8% | -7.3% | -5.4% |
| 3M | -0.4% | +14.8% | -15.2% | -4.5% |
| 6M | +19.1% | -16.2% | +35.4% | +23.4% |
| YTD | +66.7% | -9.6% | +76.3% | +69.3% |
| 1Y | +96.5% | +4.8% | +91.7% | +91.2% |
| 3Y | +155.2% | +30.7% | +124.5% | +128.4% |
| 5Y | +88.0% | +45.9% | +42.1% | +61.3% |
| All | +1,018.0% | +132.3% | +885.7% | +724.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling