+559.7%
WULF vs KMX
+448.1%
+111.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | +15.6% | -1.9% | +17.4% | +15.8% |
| 30D | +5.7% | +2.6% | +3.2% | +5.4% |
| 3M | -32.3% | +25.6% | -57.9% | -34.1% |
| 6M | +23.7% | +41.9% | -18.2% | +18.6% |
| YTD | +49.1% | +56.0% | -6.9% | +41.3% |
| 1Y | +66.3% | -1.8% | +68.1% | +64.4% |
| 3Y | +851.7% | -25.7% | +877.4% | +869.7% |
| 5Y | -30.9% | -54.7% | +23.8% | -28.4% |
| 10Y | +86.9% | +9.2% | +77.8% | +90.6% |
| All | +559.7% | +448.1% | +111.6% | +532.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling