+1,720.0%
WULF vs KR
+2,761.6%
-1,041.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.8% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -2.6% | +5.1% | -7.7% | -2.5% |
| 3M | -34.0% | -8.2% | -25.8% | -34.0% |
| 6M | +10.0% | -18.0% | +28.0% | +10.0% |
| YTD | +45.7% | -4.8% | +50.5% | +45.6% |
| 1Y | +57.3% | -11.0% | +68.4% | +57.3% |
| 3Y | +878.9% | +37.7% | +841.3% | +870.4% |
| 5Y | -28.3% | +52.8% | -81.1% | -29.1% |
| 10Y | +82.7% | +128.8% | -46.1% | +79.2% |
| All | +1,720.0% | +2,761.6% | -1,041.6% | +2,115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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