+92.4%
KEYS vs WOLF
+60.4%
+32.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | +4.4% | +9.8% | -5.3% | +2.8% |
| 30D | -2.2% | -12.1% | +9.9% | -0.4% |
| 3M | +0.5% | -47.9% | +48.4% | +8.2% |
| 6M | +22.4% | +74.3% | -51.9% | +6.6% |
| YTD | +64.1% | +65.9% | -1.8% | +44.3% |
| All | +92.4% | +60.4% | +32.0% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling