+51.7%
ULTA vs KRMN
+17.6%
+34.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.9% |
| 7D | -3.1% | -11.8% | +8.7% | -2.5% |
| 30D | +2.8% | -43.0% | +45.8% | +5.7% |
| 3M | +14.8% | -28.8% | +43.6% | +16.4% |
| 6M | -16.2% | -66.3% | +50.1% | -11.0% |
| YTD | -9.6% | -51.8% | +42.2% | -7.6% |
| 1Y | +4.8% | -44.7% | +49.5% | +4.9% |
| All | +51.7% | +17.6% | +34.1% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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