+86.1%
WULF vs KGC
+43.6%
+42.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +3.0% |
| 7D | +7.6% | -1.3% | +8.8% | +8.4% |
| 30D | -8.6% | +20.3% | -28.9% | -17.6% |
| 3M | -37.0% | +8.1% | -45.0% | -39.8% |
| 6M | +7.4% | -8.8% | +16.2% | +11.7% |
| YTD | +43.7% | +10.1% | +33.6% | +39.3% |
| 1Y | +86.1% | +44.2% | +41.9% | +86.4% |
| All | +86.1% | +43.6% | +42.5% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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