+223.6%
KMB vs ULTA
+1,924.4%
-1,700.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 3M | 0.0% | +28.1% | -28.1% | -2.1% |
| 6M | +15.7% | +34.2% | -18.6% | +12.7% |
| YTD | +12.6% | +9.2% | +3.5% | +11.4% |
| 1Y | +10.1% | +23.7% | -13.6% | +7.6% |
| 3Y | +2.1% | +69.2% | -67.0% | -3.8% |
| 5Y | -0.7% | +66.6% | -67.3% | -7.1% |
| 10Y | +38.5% | +176.6% | -138.1% | +19.0% |
| All | +223.6% | +1,924.4% | -1,700.8% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling