+13.8%
KMB vs ULTA
+127.6%
-113.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -7.7% | -3.9% | -3.8% | -7.4% |
| 30D | -8.2% | -1.1% | -7.1% | -8.2% |
| 3M | -1.9% | +13.8% | -15.7% | -2.9% |
| 6M | -0.7% | -17.2% | +16.6% | +0.4% |
| YTD | +1.4% | -11.5% | +12.8% | +1.9% |
| 1Y | -19.1% | +3.9% | -23.0% | -19.7% |
| 3Y | -12.6% | +29.5% | -42.1% | -15.3% |
| 5Y | -12.7% | +42.9% | -55.6% | -16.7% |
| All | +13.8% | +127.6% | -113.7% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling