-34.4%
WULF vs KEEL
-58.5%
+24.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -21.4% | +7.6% | +0.9% |
| 7D | -20.9% | -28.6% | +7.6% | -1.1% |
| 30D | -32.7% | -52.4% | +19.8% | +11.3% |
| 3M | -44.2% | -58.0% | +13.8% | -1.1% |
| 6M | -57.1% | -53.3% | -3.8% | -31.4% |
| YTD | -12.3% | -29.8% | +17.5% | +1.2% |
| 1Y | -34.4% | -59.4% | +25.0% | +3.6% |
| All | -34.4% | -58.5% | +24.2% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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