+1,272.1%
WULF vs KMB
+1,083.4%
+188.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.2% |
| 7D | +11.0% | +0.9% | +10.1% | +11.0% |
| 30D | +9.4% | +10.1% | -0.7% | +9.6% |
| 3M | -22.6% | 0.0% | -22.7% | -22.6% |
| 6M | -45.4% | +15.7% | -61.1% | -45.3% |
| YTD | +9.8% | +12.6% | -2.8% | +10.0% |
| 1Y | +8.0% | +10.1% | -2.1% | +8.2% |
| 3Y | +1,149.5% | +2.1% | +1,147.4% | +1,146.8% |
| 5Y | -55.6% | -0.7% | -54.9% | -55.7% |
| 10Y | +34.7% | +38.5% | -3.8% | +32.3% |
| All | +1,272.1% | +1,083.4% | +188.6% | +1,281.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling