+65.4%
KNX vs ULTA
+6.6%
+58.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.2% |
| 7D | +7.1% | +9.0% | -1.9% | +5.0% |
| 30D | +1.7% | +4.6% | -2.9% | +0.6% |
| 3M | -8.1% | +22.0% | -30.1% | -13.0% |
| 6M | +14.0% | -14.7% | +28.7% | +19.4% |
| YTD | +38.5% | -6.8% | +45.3% | +40.9% |
| 1Y | +65.4% | +6.5% | +58.9% | +62.3% |
| All | +65.4% | +6.6% | +58.8% | +62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling