+26.6%
KEEL vs WOLF
+44.0%
-17.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.8% | +2.8% |
| 7D | +2.9% | -8.6% | +11.5% | +6.1% |
| 30D | +0.8% | -18.3% | +19.1% | +8.0% |
| 3M | -35.3% | -43.1% | +7.8% | -25.5% |
| 6M | +59.4% | +42.4% | +17.0% | +33.3% |
| YTD | +51.9% | +48.9% | +3.0% | +23.1% |
| All | +26.6% | +44.0% | -17.4% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling