+125.6%
ULTA vs KMX
+11.6%
+114.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.6% |
| 7D | -3.1% | -3.1% | 0.0% | -2.0% |
| 30D | +2.8% | +4.4% | -1.6% | +1.1% |
| 3M | +14.8% | +18.9% | -4.1% | +7.0% |
| 6M | -16.2% | +44.3% | -60.5% | -28.3% |
| YTD | -9.6% | +58.7% | -68.3% | -26.0% |
| 1Y | +4.8% | +0.1% | +4.7% | -0.8% |
| 3Y | +30.7% | -24.4% | +55.1% | +32.2% |
| 5Y | +45.9% | -54.4% | +100.3% | +75.2% |
| All | +125.6% | +11.6% | +114.0% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling