+81.6%
KO vs ULTA
+41.7%
+39.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.4% |
| 7D | -1.1% | -3.9% | +2.8% | -0.8% |
| 30D | +1.6% | -1.1% | +2.6% | +1.6% |
| 3M | +5.8% | +13.8% | -8.0% | +4.5% |
| 6M | +14.3% | -17.2% | +31.5% | +15.6% |
| YTD | +27.3% | -11.5% | +38.8% | +28.0% |
| 1Y | +33.2% | +3.9% | +29.3% | +31.9% |
| 3Y | +64.5% | +29.5% | +35.0% | +57.3% |
| All | +81.6% | +41.7% | +39.9% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling