-12.8%
KHC vs ULTA
+40.7%
-53.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.1% |
| 7D | -4.8% | -1.8% | -3.0% | -4.7% |
| 30D | +0.3% | -1.2% | +1.5% | +0.3% |
| 3M | +6.7% | +13.4% | -6.7% | +5.6% |
| 6M | +4.2% | -15.6% | +19.8% | +5.0% |
| YTD | +6.7% | -10.4% | +17.2% | +7.0% |
| 1Y | -1.4% | +5.5% | -6.9% | -2.5% |
| 3Y | -11.8% | +31.0% | -42.7% | -15.8% |
| All | -12.8% | +40.7% | -53.6% | -18.1% |
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