+108.8%
KMI vs ULTA
+1,209.5%
-1,100.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.2% |
| 7D | -2.1% | -3.9% | +1.8% | -1.2% |
| 30D | -1.7% | -1.1% | -0.6% | -1.6% |
| 3M | -1.9% | +13.8% | -15.7% | -5.1% |
| 6M | -4.3% | -17.2% | +12.9% | -1.1% |
| YTD | +15.8% | -11.5% | +27.3% | +17.6% |
| 1Y | +17.6% | +3.9% | +13.7% | +14.5% |
| 3Y | +113.1% | +29.5% | +83.7% | +90.4% |
| 5Y | +154.0% | +42.9% | +111.1% | +115.0% |
| 10Y | +133.1% | +124.4% | +8.7% | +62.5% |
| All | +108.8% | +1,209.5% | -1,100.7% | +5.9% |
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 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