+901.8%
WULF vs KMB
-12.8%
+914.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -5.2% |
| 7D | +15.6% | -8.6% | +24.2% | +12.9% |
| 30D | +5.7% | -7.5% | +13.3% | +3.6% |
| 3M | -32.3% | -0.6% | -31.7% | -33.0% |
| 6M | +23.7% | -1.5% | +25.2% | +21.6% |
| YTD | +49.1% | +1.6% | +47.5% | +48.4% |
| 1Y | +66.3% | -20.8% | +87.1% | +55.2% |
| All | +901.8% | -12.8% | +914.5% | +813.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 3y: compounded portfolio wealth divided by compounded KMB 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…
3y analysis · Full analysis span regression · 6 months rolling