+1,272.1%
WULF vs KEY
+348.2%
+923.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +11.0% | +2.9% | +8.1% | +10.6% |
| 30D | +9.4% | +8.4% | +0.9% | +8.1% |
| 3M | -22.6% | -5.8% | -16.9% | -22.0% |
| 6M | -45.4% | +5.4% | -50.9% | -45.8% |
| YTD | +9.8% | +7.1% | +2.8% | +9.0% |
| 1Y | +8.0% | +26.8% | -18.8% | +4.9% |
| 3Y | +1,149.5% | +128.7% | +1,020.8% | +1,063.9% |
| 5Y | -55.6% | +13.6% | -69.2% | -56.8% |
| 10Y | +34.7% | +99.7% | -65.0% | +26.6% |
| All | +1,272.1% | +348.2% | +923.8% | +1,104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling