+22.5%
KORU vs WULF
-22.8%
+45.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.6% | +1.4% | +1.4% |
| 7D | -24.3% | -12.8% | -11.5% | -13.4% |
| 30D | -54.2% | -20.9% | -33.3% | -41.8% |
| 3M | -45.4% | -38.0% | -7.4% | -9.9% |
| 6M | -66.5% | -47.5% | -18.9% | -25.6% |
| YTD | +14.9% | +1.8% | +13.1% | +92.8% |
| 1Y | +22.5% | -22.1% | +44.6% | +114.8% |
| All | +22.5% | -22.8% | +45.4% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 1y: compounded portfolio wealth divided by compounded WULF 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…
1y analysis · Full analysis span regression · 6 months rolling