+28.3%
KLAC vs ULTA
-14.4%
+42.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.3% |
| 7D | +6.2% | -1.8% | +8.0% | +6.0% |
| 30D | -5.0% | -1.2% | -3.8% | -4.5% |
| 3M | -14.4% | +13.4% | -27.8% | -12.9% |
| 6M | +28.3% | -15.6% | +43.9% | +37.4% |
| All | +28.3% | -14.4% | +42.7% | +37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling