+98.0%
WULF vs KDP
+1,283.7%
-1,185.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.5% |
| 7D | +11.0% | -0.8% | +11.8% | +11.1% |
| 30D | +9.4% | +9.7% | -0.4% | +7.7% |
| 3M | -22.6% | +17.6% | -40.2% | -24.6% |
| 6M | -45.4% | +25.8% | -71.2% | -47.6% |
| YTD | +9.8% | +33.9% | -24.0% | +4.3% |
| 1Y | +8.0% | +38.9% | -30.8% | +2.0% |
| 3Y | +1,149.5% | +26.8% | +1,122.7% | +1,082.4% |
| 5Y | -55.6% | +16.3% | -71.9% | -57.4% |
| 10Y | +34.7% | +248.1% | -213.4% | +2.7% |
| All | +98.0% | +1,283.7% | -1,185.7% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling