+24.3%
WULF vs KEYS
+1,113.8%
-1,089.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +1.5% |
| 7D | +1.4% | +3.5% | -2.1% | -0.4% |
| 30D | -2.6% | -4.5% | +1.9% | +0.2% |
| 3M | -34.0% | -0.4% | -33.6% | -33.4% |
| 6M | +10.0% | +19.1% | -9.1% | +2.4% |
| YTD | +45.7% | +66.7% | -21.0% | +14.8% |
| 1Y | +57.3% | +96.5% | -39.1% | +15.2% |
| 3Y | +878.9% | +155.2% | +723.8% | +574.9% |
| 5Y | -28.3% | +88.0% | -116.3% | -46.9% |
| 10Y | +82.7% | +1,046.8% | -964.1% | +29.1% |
| All | +24.3% | +1,113.8% | -1,089.5% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling