+1,812.9%
ULTA vs KIM
+40.8%
+1,772.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +9.0% | +0.4% | +8.6% | +8.8% |
| 30D | +4.6% | -4.0% | +8.6% | +6.4% |
| 3M | +22.0% | +0.5% | +21.4% | +21.5% |
| 6M | -14.7% | +3.6% | -18.3% | -16.2% |
| YTD | -6.8% | +20.4% | -27.2% | -14.4% |
| 1Y | +6.5% | +9.7% | -3.2% | +1.7% |
| 3Y | +35.6% | +46.0% | -10.4% | +12.3% |
| 5Y | +47.6% | +34.4% | +13.2% | +25.0% |
| 10Y | +128.9% | +29.3% | +99.6% | +78.8% |
| All | +1,812.9% | +40.8% | +1,772.1% | +1,150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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