+878.9%
WULF vs KMX
-25.1%
+904.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.1% |
| 7D | +1.4% | -3.1% | +4.5% | +2.8% |
| 30D | -2.6% | +4.4% | -7.1% | -4.9% |
| 3M | -34.0% | +18.9% | -52.9% | -40.5% |
| 6M | +10.0% | +44.3% | -34.3% | -12.6% |
| YTD | +45.7% | +58.7% | -13.0% | +7.5% |
| 1Y | +57.3% | +0.1% | +57.2% | +51.2% |
| 3Y | +878.9% | -24.4% | +903.4% | +876.5% |
| All | +878.9% | -25.1% | +904.0% | +876.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling