-22.1%
WULF vs KEY
+29.6%
-51.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.5% | -8.1% | -7.7% |
| 7D | -12.8% | +1.7% | -14.5% | -14.1% |
| 30D | -20.9% | +6.8% | -27.7% | -25.2% |
| 3M | -38.0% | -5.8% | -32.2% | -34.8% |
| 6M | -47.5% | +1.4% | -49.0% | -49.4% |
| YTD | +1.8% | +7.5% | -5.7% | -10.1% |
| 1Y | -22.1% | +29.6% | -51.7% | -42.7% |
| All | -22.1% | +29.6% | -51.7% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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