+843.9%
WULF vs KHC
-12.8%
+856.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -6.0% |
| 7D | -0.6% | -2.5% | +2.0% | -1.2% |
| 30D | -3.6% | +0.5% | -4.2% | -3.4% |
| 3M | -30.4% | +3.0% | -33.4% | -30.1% |
| 6M | +12.5% | +6.6% | +5.8% | +13.4% |
| YTD | +40.5% | +5.8% | +34.7% | +41.5% |
| 1Y | +53.0% | -2.2% | +55.2% | +52.6% |
| All | +843.9% | -12.8% | +856.7% | +776.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 3y: compounded portfolio wealth divided by compounded KHC 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…
3y analysis · Full analysis span regression · 6 months rolling