-30.9%
WULF vs KIM
+35.1%
-65.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -4.8% |
| 7D | -0.6% | -1.5% | +0.9% | +0.7% |
| 30D | -3.6% | -1.7% | -2.0% | -2.4% |
| 3M | -30.4% | -7.1% | -23.3% | -27.2% |
| 6M | +12.5% | +2.9% | +9.6% | +8.2% |
| YTD | +40.5% | +18.8% | +21.6% | +18.9% |
| 1Y | +53.0% | +9.4% | +43.6% | +37.2% |
| 3Y | +796.7% | +44.6% | +752.1% | +546.1% |
| 5Y | -30.9% | +37.9% | -68.8% | -43.1% |
| All | -30.9% | +35.1% | -65.9% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling