+30.7%
ULTA vs KMX
-25.1%
+55.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.8% |
| 7D | -3.1% | -3.1% | 0.0% | -2.5% |
| 30D | +2.8% | +4.4% | -1.6% | +1.9% |
| 3M | +14.8% | +18.9% | -4.1% | +10.4% |
| 6M | -16.2% | +44.3% | -60.5% | -23.4% |
| YTD | -9.6% | +58.7% | -68.3% | -19.6% |
| 1Y | +4.8% | +0.1% | +4.7% | +3.3% |
| 3Y | +30.7% | -24.4% | +55.1% | +29.4% |
| All | +30.7% | -25.1% | +55.8% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling