+82.9%
KORU vs WULF
+82.7%
+0.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.7% | +5.3% | +8.3% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | +13.5% | -2.6% | +16.2% | +14.8% |
| 3M | -45.2% | -34.0% | -11.2% | -39.6% |
| 6M | +17.1% | +10.0% | +7.1% | +23.8% |
| YTD | +154.1% | +45.7% | +108.4% | +159.1% |
| 1Y | +375.7% | +57.3% | +318.3% | +374.1% |
| 3Y | +474.0% | +878.9% | -404.9% | +293.1% |
| 5Y | +60.4% | -28.3% | +88.7% | +15.5% |
| All | +82.9% | +82.7% | +0.3% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling