-30.9%
WULF vs KGC
+435.7%
-466.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.3% | -1.5% | -3.8% |
| 7D | -0.6% | -8.4% | +7.9% | +3.5% |
| 30D | -3.6% | +6.3% | -10.0% | -6.5% |
| 3M | -30.4% | +22.4% | -52.8% | -37.4% |
| 6M | +12.5% | -11.4% | +23.9% | +17.4% |
| YTD | +40.5% | +3.1% | +37.3% | +37.4% |
| 1Y | +53.0% | +26.6% | +26.4% | +35.5% |
| 3Y | +796.7% | +525.6% | +271.1% | +246.7% |
| 5Y | -30.9% | +451.7% | -482.5% | -73.9% |
| All | -30.9% | +435.7% | -466.6% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling