-80.9%
CLSK vs KEY
+95.6%
-176.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | +8.0% | +2.9% | +5.0% | +6.5% |
| 30D | -27.9% | +8.4% | -36.4% | -30.8% |
| 3M | -42.3% | -5.8% | -36.5% | -40.6% |
| 6M | -50.0% | +5.4% | -55.4% | -51.5% |
| YTD | -34.3% | +7.1% | -41.3% | -36.5% |
| 1Y | -44.5% | +26.8% | -71.3% | -50.6% |
| 3Y | +74.5% | +128.7% | -54.1% | +28.5% |
| 5Y | -69.0% | +13.6% | -82.6% | -71.6% |
| All | -80.9% | +95.6% | -176.5% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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