+37.7%
KR vs ULTA
+31.2%
+6.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.7% |
| 7D | -0.2% | -3.1% | +2.9% | -0.1% |
| 30D | +5.1% | +2.8% | +2.3% | +5.0% |
| 3M | -8.2% | +14.8% | -22.9% | -8.3% |
| 6M | -18.0% | -16.2% | -1.8% | -18.1% |
| YTD | -4.8% | -9.6% | +4.9% | -4.9% |
| 1Y | -11.0% | +4.8% | -15.8% | -11.3% |
| 3Y | +37.7% | +30.7% | +7.0% | +32.3% |
| All | +37.7% | +31.2% | +6.4% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling