+408.5%
KO vs ULTA
+1,541.3%
-1,132.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.4% |
| 7D | -1.1% | -3.9% | +2.8% | -0.7% |
| 30D | +1.6% | -1.1% | +2.6% | +1.6% |
| 3M | +5.8% | +13.8% | -8.0% | +4.2% |
| 6M | +14.3% | -17.2% | +31.5% | +16.1% |
| YTD | +27.3% | -11.5% | +38.8% | +28.4% |
| 1Y | +33.2% | +3.9% | +29.3% | +31.8% |
| 3Y | +64.5% | +29.5% | +35.0% | +56.7% |
| 5Y | +83.1% | +42.9% | +40.2% | +70.8% |
| 10Y | +183.9% | +124.4% | +59.5% | +143.5% |
| All | +408.5% | +1,541.3% | -1,132.7% | +218.2% |
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