+28.3%
WOLF vs KIM
+14.5%
+13.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.5% |
| 7D | +9.7% | +0.4% | +9.3% | +10.0% |
| 30D | +12.5% | -4.0% | +16.5% | +10.3% |
| 3M | -57.7% | +0.5% | -58.3% | -59.4% |
| 6M | +37.7% | +3.6% | +34.1% | +29.7% |
| YTD | +62.8% | +20.4% | +42.4% | +45.9% |
| All | +28.3% | +14.5% | +13.8% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling