+1,222.8%
WULF vs KEY
+127.4%
+1,095.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.5% | +5.9% | +5.8% |
| 7D | +14.2% | -0.5% | +14.7% | +15.5% |
| 30D | -0.1% | +6.7% | -6.8% | -7.5% |
| 3M | -20.2% | -4.6% | -15.6% | -16.4% |
| 6M | -42.8% | +2.6% | -45.4% | -45.7% |
| YTD | +16.3% | +7.0% | +9.3% | +5.1% |
| 1Y | +8.0% | +23.5% | -15.5% | -18.1% |
| All | +1,222.8% | +127.4% | +1,095.3% | +516.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling