-63.6%
CLSK vs KDP
+206.2%
-269.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +8.8% | +1.3% | +7.6% | +8.5% |
| 30D | -6.0% | +6.0% | -12.0% | -7.5% |
| 3M | -24.4% | +9.2% | -33.6% | -26.7% |
| 6M | +19.0% | +14.7% | +4.3% | +13.7% |
| YTD | +25.4% | +19.2% | +6.2% | +18.3% |
| 1Y | +39.8% | +15.2% | +24.6% | +32.7% |
| 3Y | +177.7% | +6.0% | +171.7% | +166.2% |
| 5Y | -11.0% | +5.4% | -16.4% | -13.5% |
| All | -63.6% | +206.2% | -269.9% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling