+210.4%
KMB vs ULTA
+1,628.6%
-1,418.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -3.0% | +9.0% | -12.0% | -3.8% |
| 30D | -5.5% | +4.6% | -10.0% | -5.9% |
| 3M | +14.0% | +22.0% | -8.0% | +12.0% |
| 6M | +4.1% | -14.7% | +18.8% | +5.2% |
| YTD | +8.0% | -6.8% | +14.8% | +8.3% |
| 1Y | -13.7% | +6.5% | -20.3% | -14.6% |
| 3Y | -5.9% | +35.6% | -41.5% | -9.8% |
| 5Y | -8.6% | +47.6% | -56.3% | -13.8% |
| 10Y | +17.3% | +128.9% | -111.6% | +2.3% |
| All | +210.4% | +1,628.6% | -1,418.2% | +96.1% |
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