+16.6%
KORU vs WULF
+49.5%
-32.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.8% | -6.7% | -11.5% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | +20.0% | -3.6% | +23.7% | +21.5% |
| 3M | -32.7% | -30.4% | -2.3% | -26.8% |
| 6M | +13.3% | +12.5% | +0.9% | +19.1% |
| YTD | +133.2% | +40.5% | +92.7% | +138.9% |
| 1Y | +357.3% | +53.0% | +304.3% | +358.6% |
| 3Y | +452.7% | +796.7% | -344.0% | +298.7% |
| 5Y | +47.2% | -30.9% | +78.1% | +9.6% |
| 10Y | +67.6% | +76.1% | -8.5% | +8.1% |
| All | +16.6% | +49.5% | -32.9% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling