+1,001.3%
WULF vs KVYO
-55.5%
+1,056.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.3% |
| 7D | +1.4% | -12.1% | +13.5% | +5.0% |
| 30D | -2.6% | -5.2% | +2.5% | -2.5% |
| 3M | -34.0% | +14.5% | -48.5% | -40.1% |
| 6M | +10.0% | -17.6% | +27.6% | +3.2% |
| YTD | +45.7% | -49.6% | +95.3% | +71.0% |
| 1Y | +57.3% | -48.6% | +105.9% | +78.0% |
| All | +1,001.3% | -55.5% | +1,056.8% | +1,193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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