+1,737.4%
ULTA vs KMX
+185.7%
+1,551.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.2% |
| 7D | -1.8% | -1.9% | +0.1% | -1.1% |
| 30D | -1.2% | +2.6% | -3.8% | -2.3% |
| 3M | +13.4% | +25.6% | -12.2% | +2.8% |
| 6M | -15.6% | +41.9% | -57.5% | -28.3% |
| YTD | -10.4% | +56.0% | -66.5% | -27.4% |
| 1Y | +5.5% | -1.8% | +7.2% | -0.7% |
| 3Y | +31.0% | -25.7% | +56.7% | +31.8% |
| 5Y | +41.8% | -54.7% | +96.6% | +64.4% |
| 10Y | +127.0% | +9.2% | +117.8% | +68.7% |
| All | +1,737.4% | +185.7% | +1,551.7% | +619.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling