+901.8%
WULF vs KDP
+4.7%
+897.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.6% | -4.1% |
| 7D | +15.6% | -1.6% | +17.2% | +15.6% |
| 30D | +5.7% | +9.5% | -3.7% | +5.4% |
| 3M | -32.3% | +2.6% | -34.9% | -32.3% |
| 6M | +23.7% | +15.6% | +8.1% | +21.2% |
| YTD | +49.1% | +17.3% | +31.8% | +46.2% |
| 1Y | +66.3% | +20.1% | +46.2% | +62.8% |
| All | +901.8% | +4.7% | +897.1% | +838.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling