-42.1%
KWEB vs ULTA
+44.7%
-86.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.1% |
| 7D | -5.6% | -3.1% | -2.5% | -4.7% |
| 30D | -10.7% | +2.8% | -13.5% | -11.5% |
| 3M | -7.4% | +14.8% | -22.2% | -11.4% |
| 6M | -19.3% | -16.2% | -3.1% | -15.8% |
| YTD | -27.8% | -9.6% | -18.1% | -26.6% |
| 1Y | -35.9% | +4.8% | -40.7% | -38.3% |
| 3Y | -1.9% | +30.7% | -32.6% | -17.2% |
| All | -42.1% | +44.7% | -86.7% | -57.3% |
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 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