+13.3%
KORU vs WULF
+13.6%
-0.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.8% | -6.7% | -3.6% |
| 7D | +2.3% | -0.6% | +2.9% | +2.3% |
| 30D | +20.0% | -3.6% | +23.7% | +25.5% |
| 3M | -32.7% | -30.4% | -2.3% | +21.9% |
| 6M | +13.3% | +12.5% | +0.9% | -3.0% |
| All | +13.3% | +13.6% | -0.3% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling