-63.3%
CLSK vs KDP
+195.6%
-258.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.1% |
| 7D | +1.7% | -4.3% | +6.1% | +2.9% |
| 30D | +11.1% | +7.8% | +3.3% | +8.8% |
| 3M | -14.1% | -0.1% | -14.0% | -14.7% |
| 6M | +32.9% | +14.0% | +18.9% | +26.9% |
| YTD | +26.5% | +15.1% | +11.4% | +20.3% |
| 1Y | +27.6% | +18.5% | +9.1% | +20.1% |
| 3Y | +190.9% | +2.9% | +188.0% | +180.9% |
| 5Y | -0.4% | +3.0% | -3.4% | -2.5% |
| All | -63.3% | +195.6% | -258.9% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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