-12.8%
KMB vs ULTA
+30.1%
-42.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.0% |
| 7D | -8.6% | -1.8% | -6.8% | -8.5% |
| 30D | -7.5% | -1.2% | -6.3% | -7.5% |
| 3M | -0.6% | +13.4% | -14.0% | -1.5% |
| 6M | -1.5% | -15.6% | +14.1% | -1.3% |
| YTD | +1.6% | -10.4% | +12.0% | +1.6% |
| 1Y | -20.8% | +5.5% | -26.2% | -21.4% |
| All | -12.8% | +30.1% | -42.8% | -13.9% |
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 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