-43.1%
KHC vs ULTA
+264.4%
-307.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | -1.8% | +9.0% | -10.8% | -2.9% |
| 30D | -1.9% | +4.6% | -6.4% | -2.6% |
| 3M | +14.4% | +22.0% | -7.6% | +11.2% |
| 6M | +8.7% | -14.7% | +23.4% | +10.5% |
| YTD | +7.8% | -6.8% | +14.5% | +8.1% |
| 1Y | -1.5% | +6.5% | -8.1% | -3.3% |
| 3Y | -9.9% | +35.6% | -45.5% | -16.2% |
| 5Y | -10.7% | +47.6% | -58.4% | -19.5% |
| 10Y | -55.7% | +128.9% | -184.6% | -65.5% |
| All | -43.1% | +264.4% | -307.6% | -61.1% |
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 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