+18.1%
KEY vs WOLF
+45.1%
-27.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.8% | -7.1% | +2.4% |
| 7D | -0.4% | +25.3% | -25.6% | -1.0% |
| 30D | +7.2% | -14.7% | +21.9% | +7.5% |
| 3M | -4.9% | -20.5% | +15.6% | -4.6% |
| 6M | +1.1% | -43.9% | +45.0% | +1.4% |
| YTD | +6.8% | +50.0% | -43.2% | +2.7% |
| 1Y | +23.3% | +45.5% | -22.2% | +18.5% |
| All | +18.1% | +45.1% | -27.0% | +12.8% |
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