+59.1%
WOLF vs KIM
+31.2%
+27.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.8% | +5.3% |
| 7D | +21.5% | -1.0% | +22.5% | +20.2% |
| 30D | -1.2% | +14.8% | -16.0% | +13.1% |
| 3M | -8.2% | +8.1% | -16.3% | -0.2% |
| 6M | -45.0% | +11.7% | -56.6% | -40.7% |
| YTD | +59.0% | +30.7% | +28.3% | +93.7% |
| 1Y | +59.1% | +29.7% | +29.3% | +94.6% |
| All | +59.1% | +31.2% | +27.9% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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