+660.5%
KGC vs ULTA
+132.3%
+528.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -5.6% | -3.1% | -2.6% | -5.4% |
| 30D | +6.1% | +2.8% | +3.3% | +5.9% |
| 3M | +17.3% | +14.8% | +2.6% | +16.1% |
| 6M | -10.3% | -16.2% | +5.9% | -9.3% |
| YTD | +3.9% | -9.6% | +13.5% | +4.4% |
| 1Y | +25.7% | +4.8% | +21.0% | +25.2% |
| 3Y | +526.0% | +30.7% | +495.3% | +508.6% |
| 5Y | +455.5% | +45.9% | +409.6% | +435.6% |
| All | +660.5% | +132.3% | +528.2% | +607.2% |
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