+87.9%
KEYS vs WOLF
+39.8%
+48.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.7% | +6.1% | -0.4% |
| 7D | +0.9% | -6.2% | +7.2% | +1.9% |
| 30D | -5.3% | -16.5% | +11.2% | -2.6% |
| 3M | +0.5% | -42.0% | +42.5% | +7.2% |
| 6M | +14.0% | +51.8% | -37.8% | +1.6% |
| YTD | +60.3% | +44.6% | +15.7% | +44.0% |
| All | +87.9% | +39.8% | +48.1% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling