-50.1%
KVYO vs ULTA
+32.2%
-82.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.7% |
| 7D | -12.1% | -3.1% | -9.0% | -11.1% |
| 30D | -5.2% | +2.8% | -8.0% | -6.3% |
| 3M | +14.5% | +14.8% | -0.3% | +8.3% |
| 6M | -17.6% | -16.2% | -1.4% | -13.2% |
| YTD | -49.6% | -9.6% | -40.0% | -48.6% |
| 1Y | -48.6% | +4.8% | -53.3% | -51.1% |
| All | -50.1% | +32.2% | -82.2% | -65.2% |
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 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