-80.9%
CLSK vs KDP
+244.0%
-324.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.3% |
| 7D | +8.0% | -0.8% | +8.7% | +8.1% |
| 30D | -27.9% | +9.7% | -37.6% | -29.9% |
| 3M | -42.3% | +17.6% | -59.9% | -45.0% |
| 6M | -50.0% | +25.8% | -75.8% | -53.5% |
| YTD | -34.3% | +33.9% | -68.2% | -40.2% |
| 1Y | -44.5% | +38.9% | -83.4% | -49.9% |
| 3Y | +74.5% | +26.8% | +47.7% | +58.4% |
| 5Y | -69.0% | +16.3% | -85.3% | -70.7% |
| All | -80.9% | +244.0% | -324.9% | -90.3% |
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