-1.9%
KWEB vs ULTA
+31.2%
-33.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.3% |
| 7D | -5.6% | -3.1% | -2.5% | -5.1% |
| 30D | -10.7% | +2.8% | -13.5% | -11.1% |
| 3M | -7.4% | +14.8% | -22.2% | -9.7% |
| 6M | -19.3% | -16.2% | -3.1% | -17.2% |
| YTD | -27.8% | -9.6% | -18.1% | -27.0% |
| 1Y | -35.9% | +4.8% | -40.7% | -37.2% |
| 3Y | -1.9% | +30.7% | -32.6% | -17.7% |
| All | -1.9% | +31.2% | -33.2% | -17.7% |
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 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