+81.4%
CLSK vs KEY
+127.4%
-46.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +4.6% |
| 7D | +1.6% | -0.5% | +2.1% | +3.0% |
| 30D | -32.9% | +6.7% | -39.6% | -37.9% |
| 3M | -40.0% | -4.6% | -35.4% | -37.1% |
| 6M | -51.7% | +2.6% | -54.3% | -53.9% |
| YTD | -31.7% | +7.0% | -38.7% | -38.3% |
| 1Y | -50.8% | +23.5% | -74.3% | -62.6% |
| All | +81.4% | +127.4% | -46.1% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling