-45.4%
WULF vs KMB
+15.6%
-61.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -1.0% |
| 7D | +11.0% | +0.9% | +10.1% | +11.9% |
| 30D | +9.4% | +10.1% | -0.7% | +20.7% |
| 3M | -22.6% | 0.0% | -22.7% | -22.5% |
| 6M | -45.4% | +15.7% | -61.1% | -39.1% |
| All | -45.4% | +15.6% | -61.0% | -39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling