+86.1%
WULF vs KRMN
-25.5%
+111.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.3% |
| 7D | +7.6% | -12.3% | +19.8% | +13.3% |
| 30D | -8.6% | -27.5% | +18.8% | +3.6% |
| 3M | -37.0% | -26.5% | -10.5% | -29.9% |
| 6M | +7.4% | -59.6% | +67.0% | +55.6% |
| YTD | +43.7% | -45.4% | +89.1% | +79.8% |
| 1Y | +86.1% | -25.1% | +111.2% | +123.4% |
| All | +86.1% | -25.5% | +111.6% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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