-22.1%
WULF vs KKR
-12.5%
-9.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.6% | -12.2% | -8.8% |
| 7D | -12.8% | +8.9% | -21.7% | -16.4% |
| 30D | -20.9% | +12.7% | -33.5% | -25.5% |
| 3M | -38.0% | -6.2% | -31.9% | -36.8% |
| 6M | -47.5% | -1.5% | -46.0% | -47.6% |
| YTD | +1.8% | -20.1% | +21.9% | +11.5% |
| 1Y | -22.1% | -13.7% | -8.3% | -14.2% |
| All | -22.1% | -12.5% | -9.6% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 1y: compounded portfolio wealth divided by compounded KKR 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…
1y analysis · Full analysis span regression · 6 months rolling