-34.4%
KWEB vs ULTA
+27.9%
-62.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.1% | +0.4% | +4.1% |
| 7D | +5.8% | +6.7% | -0.9% | +5.2% |
| 30D | -1.0% | +21.7% | -22.7% | -2.6% |
| 3M | -15.8% | +21.5% | -37.3% | -17.2% |
| 6M | -14.9% | +27.5% | -42.5% | -16.6% |
| YTD | -28.6% | +9.2% | -37.8% | -29.7% |
| All | -34.4% | +27.9% | -62.3% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling