+89.3%
KLAC vs ULTA
+5.8%
+83.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +2.0% |
| 7D | -2.7% | -3.1% | +0.4% | -2.8% |
| 30D | -13.2% | +2.8% | -16.0% | -12.9% |
| 3M | -25.0% | +14.8% | -39.8% | -24.6% |
| 6M | +23.6% | -16.2% | +39.8% | +27.1% |
| YTD | +49.2% | -9.6% | +58.8% | +52.4% |
| 1Y | +89.3% | +4.8% | +84.6% | +92.4% |
| All | +89.3% | +5.8% | +83.6% | +92.4% |
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