+17.6%
KEY vs WOLF
+47.3%
-29.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.4% |
| 7D | +1.8% | +30.2% | -28.4% | +1.0% |
| 30D | +7.1% | -7.2% | +14.3% | +7.2% |
| 3M | -5.9% | -16.4% | +10.5% | -5.8% |
| 6M | +2.2% | -50.7% | +52.8% | +3.0% |
| YTD | +6.4% | +52.3% | -45.9% | +2.2% |
| 1Y | +24.8% | +35.6% | -10.8% | +19.8% |
| All | +17.6% | +47.3% | -29.7% | +12.3% |
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