+37.6%
WULF vs KHC
-41.4%
+79.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.2% | +8.0% | +8.2% |
| 7D | +21.9% | -2.2% | +24.1% | +21.8% |
| 30D | +4.6% | -0.1% | +4.7% | +4.6% |
| 3M | -30.9% | +8.3% | -39.3% | -30.8% |
| 6M | +29.9% | +5.0% | +24.9% | +30.1% |
| YTD | +55.4% | +8.0% | +47.4% | +55.7% |
| 1Y | +94.1% | -1.1% | +95.2% | +94.2% |
| 3Y | +892.2% | -10.7% | +902.9% | +891.2% |
| 5Y | -26.7% | -13.5% | -13.2% | -26.9% |
| 10Y | +94.0% | -55.4% | +149.4% | +78.5% |
| All | +37.6% | -41.4% | +79.0% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling