+82.7%
WULF vs KKR
+710.9%
-628.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +1.4% | -6.2% | +7.6% | +5.2% |
| 30D | -2.6% | -8.9% | +6.2% | +2.3% |
| 3M | -34.0% | +6.3% | -40.2% | -37.0% |
| 6M | +10.0% | +16.5% | -6.5% | -1.2% |
| YTD | +45.7% | -20.3% | +65.9% | +62.2% |
| 1Y | +57.3% | -29.8% | +87.1% | +88.1% |
| 3Y | +878.9% | +63.2% | +815.8% | +735.8% |
| 5Y | -28.3% | +68.0% | -96.3% | -40.4% |
| All | +82.7% | +710.9% | -628.2% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling