+82.7%
WULF vs KIM
+32.5%
+50.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | +1.4% | -1.7% | +3.1% | +2.0% |
| 30D | -2.6% | -3.0% | +0.3% | -1.7% |
| 3M | -34.0% | -8.9% | -25.1% | -32.3% |
| 6M | +10.0% | +2.4% | +7.6% | +8.7% |
| YTD | +45.7% | +18.3% | +27.4% | +37.2% |
| 1Y | +57.3% | +8.2% | +49.2% | +51.8% |
| 3Y | +878.9% | +44.0% | +834.9% | +781.4% |
| 5Y | -28.3% | +37.3% | -65.7% | -34.0% |
| All | +82.7% | +32.5% | +50.2% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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