+82.7%
WULF vs KGC
+698.0%
-615.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | +1.4% | -5.6% | +7.0% | +2.5% |
| 30D | -2.6% | +6.1% | -8.8% | -3.7% |
| 3M | -34.0% | +17.3% | -51.3% | -36.1% |
| 6M | +10.0% | -10.3% | +20.3% | +11.8% |
| YTD | +45.7% | +3.9% | +41.8% | +45.3% |
| 1Y | +57.3% | +25.7% | +31.6% | +52.4% |
| 3Y | +878.9% | +526.0% | +353.0% | +665.1% |
| 5Y | -28.3% | +455.5% | -483.8% | -45.0% |
| All | +82.7% | +698.0% | -615.3% | +45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling