+451.7%
KGC vs ULTA
+39.1%
+412.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.1% |
| 7D | -8.4% | -3.9% | -4.6% | -7.9% |
| 30D | +6.3% | -1.1% | +7.4% | +6.5% |
| 3M | +22.4% | +13.8% | +8.7% | +20.2% |
| 6M | -11.4% | -17.2% | +5.8% | -9.4% |
| YTD | +3.1% | -11.5% | +14.6% | +4.6% |
| 1Y | +26.6% | +3.9% | +22.7% | +25.7% |
| 3Y | +525.6% | +29.5% | +496.1% | +488.0% |
| 5Y | +451.7% | +42.9% | +408.8% | +415.9% |
| All | +451.7% | +39.1% | +412.5% | +415.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling