+204.9%
WULF vs KEEL
+294.5%
-89.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +2.5% |
| 7D | +1.4% | +2.9% | -1.5% | +0.6% |
| 30D | -2.6% | +0.8% | -3.5% | -2.6% |
| 3M | -34.0% | -35.3% | +1.4% | -24.0% |
| 6M | +10.0% | +59.4% | -49.4% | -5.4% |
| YTD | +45.7% | +51.9% | -6.2% | +28.3% |
| 1Y | +57.3% | +75.0% | -17.7% | +27.9% |
| 3Y | +878.9% | +224.5% | +654.4% | +674.7% |
| 5Y | -28.3% | -35.9% | +7.6% | -36.6% |
| All | +204.9% | +294.5% | -89.6% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling