+2.1%
KMB vs ULTA
+69.8%
-67.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +2.0% |
| 7D | +0.9% | +2.5% | -1.5% | +0.7% |
| 30D | +10.1% | +11.5% | -1.4% | +9.2% |
| 3M | 0.0% | +28.1% | -28.1% | -1.7% |
| 6M | +15.7% | +34.2% | -18.6% | +13.2% |
| YTD | +12.6% | +9.2% | +3.5% | +11.0% |
| 1Y | +10.1% | +23.7% | -13.6% | +7.8% |
| 3Y | +2.1% | +69.2% | -67.0% | -2.0% |
| All | +2.1% | +69.8% | -67.6% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling