+208.3%
WULF vs KMI
+104.5%
+103.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.4% |
| 7D | -0.6% | -2.1% | +1.5% | 0.0% |
| 30D | -3.6% | -1.7% | -2.0% | -3.3% |
| 3M | -30.4% | -1.9% | -28.5% | -30.4% |
| 6M | +12.5% | -4.3% | +16.8% | +12.9% |
| YTD | +40.5% | +15.8% | +24.7% | +34.4% |
| 1Y | +53.0% | +17.6% | +35.4% | +45.5% |
| 3Y | +796.7% | +113.1% | +683.5% | +679.2% |
| 5Y | -30.9% | +154.0% | -184.9% | -40.8% |
| 10Y | +76.1% | +133.1% | -57.0% | +53.5% |
| All | +208.3% | +104.5% | +103.8% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling