+86.1%
WULF vs KEYS
+98.0%
-11.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.3% |
| 7D | +7.6% | +2.3% | +5.3% | +5.2% |
| 30D | -8.6% | -2.6% | -6.0% | -5.9% |
| 3M | -37.0% | -4.6% | -32.3% | -34.3% |
| 6M | +7.4% | +8.7% | -1.3% | -0.4% |
| YTD | +43.7% | +61.0% | -17.3% | -10.2% |
| 1Y | +86.1% | +96.0% | -9.9% | +2.7% |
| All | +86.1% | +98.0% | -11.8% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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