+944.4%
WULF vs KEY
+121.8%
+822.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.8% | +9.9% | +10.2% |
| 7D | +21.9% | +2.7% | +19.2% | +18.0% |
| 30D | +4.6% | -3.2% | +7.8% | +8.5% |
| 3M | -30.9% | +1.0% | -31.9% | -32.3% |
| 6M | +29.9% | +11.9% | +18.0% | +13.7% |
| YTD | +55.4% | +8.7% | +46.7% | +39.6% |
| 1Y | +94.1% | +18.5% | +75.7% | +57.3% |
| All | +944.4% | +121.8% | +822.7% | +437.8% |
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