+23.4%
WOLF vs KIM
+14.3%
+9.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.9% |
| 7D | +2.4% | -1.0% | +3.3% | +1.9% |
| 30D | -6.9% | -1.1% | -5.8% | -7.3% |
| 3M | -44.1% | -5.3% | -38.8% | -45.3% |
| 6M | +53.6% | +3.9% | +49.7% | +44.4% |
| YTD | +56.7% | +20.3% | +36.4% | +40.3% |
| All | +23.4% | +14.3% | +9.1% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling