+1,841.8%
WULF vs KIM
+1,466.6%
+375.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.7% | +7.5% | +8.1% |
| 7D | +21.9% | -0.3% | +22.2% | +22.0% |
| 30D | +4.6% | -1.7% | +6.3% | +4.8% |
| 3M | -30.9% | -0.8% | -30.1% | -31.0% |
| 6M | +29.9% | +4.4% | +25.5% | +28.8% |
| YTD | +55.4% | +21.2% | +34.2% | +50.5% |
| 1Y | +94.1% | +10.5% | +83.6% | +90.2% |
| 3Y | +892.2% | +47.5% | +844.7% | +840.3% |
| 5Y | -26.7% | +37.1% | -63.8% | -29.6% |
| 10Y | +94.0% | +29.5% | +64.5% | +82.4% |
| All | +1,841.8% | +1,466.6% | +375.2% | +1,300.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling