-24.7%
WULF vs KRE
+32.1%
-56.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | +1.4% | -1.8% | +3.2% | +3.2% |
| 30D | -2.6% | -4.5% | +1.9% | +2.1% |
| 3M | -34.0% | +2.7% | -36.7% | -36.6% |
| 6M | +10.0% | +16.9% | -6.9% | -7.1% |
| YTD | +45.7% | +15.4% | +30.3% | +23.8% |
| 1Y | +57.3% | +16.1% | +41.3% | +32.5% |
| 3Y | +878.9% | +85.7% | +793.2% | +477.7% |
| All | -24.7% | +32.1% | -56.8% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 5y: compounded portfolio wealth divided by compounded KRE 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…
5y analysis · Full analysis span regression · 6 months rolling