+892.7%
WULF vs KNX
+4,983.8%
-4,091.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.3% | +3.9% |
| 7D | +1.4% | -5.6% | +7.0% | +2.0% |
| 30D | -2.6% | -4.4% | +1.8% | -2.2% |
| 3M | -34.0% | -17.3% | -16.6% | -32.8% |
| 6M | +10.0% | +22.6% | -12.6% | +7.7% |
| YTD | +45.7% | +31.1% | +14.5% | +41.7% |
| 1Y | +57.3% | +60.2% | -2.9% | +49.7% |
| 3Y | +878.9% | +35.8% | +843.2% | +847.1% |
| 5Y | -28.3% | +38.9% | -67.2% | -30.7% |
| 10Y | +82.7% | +166.5% | -83.8% | +71.5% |
| All | +892.7% | +4,983.8% | -4,091.1% | +859.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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