-7.1%
KMB vs WOLF
+32.2%
-39.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +16.8% | -18.7% | -1.5% |
| 7D | +0.5% | +8.2% | -7.8% | +0.7% |
| 30D | +12.4% | -24.2% | +36.5% | +12.2% |
| 3M | +1.0% | -13.8% | +14.8% | +1.0% |
| 6M | +12.1% | -44.8% | +56.9% | +10.8% |
| YTD | +11.6% | +36.6% | -25.0% | +6.5% |
| 1Y | +13.1% | +27.6% | -14.5% | +7.9% |
| All | -7.1% | +32.2% | -39.2% | -10.8% |
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 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