+433.3%
KLAC vs ULTA
+44.7%
+388.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.3% |
| 7D | -2.7% | -3.1% | +0.4% | -1.7% |
| 30D | -13.2% | +2.8% | -16.0% | -14.1% |
| 3M | -25.0% | +14.8% | -39.8% | -29.1% |
| 6M | +23.6% | -16.2% | +39.8% | +30.0% |
| YTD | +49.2% | -9.6% | +58.8% | +51.8% |
| 1Y | +89.3% | +4.8% | +84.6% | +80.4% |
| 3Y | +274.4% | +30.7% | +243.7% | +204.5% |
| All | +433.3% | +44.7% | +388.6% | +272.9% |
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