+48.5%
KDP vs WOLF
+45.1%
+3.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.8% | -8.9% | +1.0% |
| 7D | +0.3% | +25.3% | -24.9% | +0.9% |
| 30D | +16.3% | -14.7% | +31.0% | +16.3% |
| 3M | +24.0% | -20.5% | +44.5% | +24.0% |
| 6M | +30.0% | -43.9% | +73.9% | +29.2% |
| YTD | +36.1% | +50.0% | -13.9% | +32.1% |
| 1Y | +46.8% | +45.5% | +1.3% | +42.7% |
| All | +48.5% | +45.1% | +3.4% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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