+36.7%
CLSK vs KEEL
+294.5%
-257.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.8% | +3.0% | +5.2% |
| 7D | +7.7% | +2.9% | +4.8% | +6.5% |
| 30D | +12.2% | +0.8% | +11.4% | +11.9% |
| 3M | -15.5% | -35.3% | +19.9% | +1.1% |
| 6M | +39.3% | +59.4% | -20.0% | +14.1% |
| YTD | +35.1% | +51.9% | -16.8% | +14.1% |
| 1Y | +34.0% | +75.0% | -41.0% | +6.3% |
| 3Y | +226.3% | +224.5% | +1.7% | +134.3% |
| 5Y | +6.4% | -35.9% | +42.3% | +6.1% |
| All | +36.7% | +294.5% | -257.8% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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