+180.1%
KRE vs ULTA
+1,560.4%
-1,380.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.7% |
| 7D | -1.1% | -1.8% | +0.7% | -0.5% |
| 30D | -3.4% | -1.2% | -2.2% | -3.3% |
| 3M | +3.7% | +13.4% | -9.7% | -0.9% |
| 6M | +14.8% | -15.6% | +30.4% | +19.6% |
| YTD | +14.7% | -10.4% | +25.1% | +17.1% |
| 1Y | +16.0% | +5.5% | +10.6% | +11.8% |
| 3Y | +84.3% | +31.0% | +53.3% | +60.4% |
| 5Y | +30.9% | +41.8% | -11.0% | +8.4% |
| 10Y | +122.0% | +127.0% | -5.0% | +46.8% |
| All | +180.1% | +1,560.4% | -1,380.2% | -36.3% |
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 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