-22.1%
WULF vs KMI
+26.0%
-48.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.5% | -7.3% |
| 7D | -12.8% | -5.2% | -7.6% | -13.7% |
| 30D | -20.9% | +1.2% | -22.1% | -20.5% |
| 3M | -38.0% | +1.3% | -39.4% | -37.8% |
| 6M | -47.5% | -1.1% | -46.4% | -47.6% |
| YTD | +1.8% | +19.0% | -17.2% | -1.6% |
| 1Y | -22.1% | +26.6% | -48.6% | -24.5% |
| All | -22.1% | +26.0% | -48.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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