+113.7%
KLAC vs ULTA
+6.6%
+107.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.1% | +7.4% |
| 7D | +5.7% | +9.0% | -3.3% | +6.0% |
| 30D | -3.6% | +4.6% | -8.2% | -3.2% |
| 3M | -12.8% | +22.0% | -34.8% | -12.4% |
| 6M | +26.1% | -14.7% | +40.8% | +29.6% |
| YTD | +53.3% | -6.8% | +60.1% | +56.8% |
| 1Y | +113.7% | +6.5% | +107.1% | +125.0% |
| All | +113.7% | +6.6% | +107.0% | +125.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling