+82.7%
WULF vs KEYS
+1,049.9%
-967.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +1.2% |
| 7D | +1.4% | +3.5% | -2.1% | -0.6% |
| 30D | -2.6% | -4.5% | +1.9% | +0.6% |
| 3M | -34.0% | -0.4% | -33.6% | -33.4% |
| 6M | +10.0% | +19.1% | -9.1% | +1.1% |
| YTD | +45.7% | +66.7% | -21.0% | +10.3% |
| 1Y | +57.3% | +96.5% | -39.1% | +9.4% |
| 3Y | +878.9% | +155.2% | +723.8% | +532.2% |
| 5Y | -28.3% | +88.0% | -116.3% | -49.5% |
| All | +82.7% | +1,049.9% | -967.2% | +21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling