+242.3%
WULF vs KRMN
+17.6%
+224.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +2.7% |
| 7D | +1.4% | -11.8% | +13.1% | +6.4% |
| 30D | -2.6% | -43.0% | +40.4% | +21.6% |
| 3M | -34.0% | -28.8% | -5.1% | -26.3% |
| 6M | +10.0% | -66.3% | +76.3% | +67.4% |
| YTD | +45.7% | -51.8% | +97.5% | +89.7% |
| 1Y | +57.3% | -44.7% | +102.0% | +94.0% |
| All | +242.3% | +17.6% | +224.7% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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