-24.5%
KVUE vs ULTA
+4.5%
-29.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.1% | -0.2% |
| 7D | -5.1% | -3.1% | -2.0% | -4.9% |
| 30D | -6.3% | +2.8% | -9.1% | -6.6% |
| 3M | -0.5% | +14.8% | -15.3% | -1.9% |
| 6M | +3.1% | -16.2% | +19.3% | +4.1% |
| YTD | +6.7% | -9.6% | +16.3% | +6.9% |
| 1Y | -1.1% | +4.8% | -5.9% | -2.3% |
| 3Y | -8.7% | +30.7% | -39.4% | -12.3% |
| All | -24.5% | +4.5% | -29.0% | -26.8% |
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