+53.0%
WULF vs KDP
+18.4%
+34.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.8% | -6.0% |
| 7D | -0.6% | -4.3% | +3.8% | -1.0% |
| 30D | -3.6% | +7.8% | -11.5% | -2.9% |
| 3M | -30.4% | -0.1% | -30.4% | -30.0% |
| 6M | +12.5% | +14.0% | -1.5% | +9.9% |
| YTD | +40.5% | +15.1% | +25.4% | +38.8% |
| 1Y | +53.0% | +18.5% | +34.5% | +52.0% |
| All | +53.0% | +18.4% | +34.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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