+216.9%
CLSK vs KDP
+4.7%
+212.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.3% |
| 7D | +17.2% | -1.6% | +18.8% | +17.4% |
| 30D | +14.6% | +9.5% | +5.1% | +13.3% |
| 3M | -16.8% | +2.6% | -19.5% | -17.3% |
| 6M | +38.2% | +15.6% | +22.6% | +33.4% |
| YTD | +31.2% | +17.3% | +13.9% | +26.3% |
| 1Y | +37.3% | +20.1% | +17.2% | +31.2% |
| All | +216.9% | +4.7% | +212.3% | +208.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling