+86.1%
WULF vs KMX
+5.0%
+81.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | +7.6% | +1.9% | +5.7% | +7.1% |
| 30D | -8.6% | +11.7% | -20.3% | -11.1% |
| 3M | -37.0% | +34.9% | -71.8% | -41.9% |
| 6M | +7.4% | +50.3% | -42.8% | -5.9% |
| YTD | +43.7% | +63.8% | -20.1% | +22.7% |
| 1Y | +86.1% | +3.8% | +82.3% | +77.7% |
| All | +86.1% | +5.0% | +81.1% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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