+95.4%
KEYS vs WOLF
+44.0%
+51.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.0% | +3.5% |
| 7D | +3.5% | -8.6% | +12.1% | +5.0% |
| 30D | -4.5% | -18.3% | +13.8% | -1.5% |
| 3M | -0.4% | -43.1% | +42.7% | +6.4% |
| 6M | +19.1% | +42.4% | -23.3% | +7.2% |
| YTD | +66.7% | +48.9% | +17.8% | +49.1% |
| All | +95.4% | +44.0% | +51.4% | +71.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling