+100.9%
KGC vs ULTA
+1,583.0%
-1,482.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -2.1% |
| 7D | +2.4% | +0.7% | +1.8% | +2.4% |
| 30D | +9.2% | -2.8% | +12.0% | +9.4% |
| 3M | +16.7% | +18.7% | -1.9% | +15.0% |
| 6M | -7.0% | -15.0% | +8.0% | -6.0% |
| YTD | +7.5% | -9.2% | +16.7% | +8.1% |
| 1Y | +34.4% | +5.7% | +28.7% | +33.4% |
| 3Y | +552.0% | +32.8% | +519.2% | +529.4% |
| 5Y | +454.5% | +46.0% | +408.6% | +428.8% |
| 10Y | +658.7% | +125.5% | +533.2% | +576.6% |
| All | +100.9% | +1,583.0% | -1,482.1% | +37.8% |
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 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