-80.4%
CLSK vs KEY
+94.4%
-174.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +20.4% | +1.8% | +18.7% | +19.5% |
| 30D | -32.6% | +7.1% | -39.7% | -34.9% |
| 3M | -43.8% | -5.9% | -37.9% | -42.2% |
| 6M | -49.2% | +2.2% | -51.4% | -49.9% |
| YTD | -32.4% | +6.4% | -38.8% | -34.5% |
| 1Y | -48.7% | +24.8% | -73.4% | -54.0% |
| 3Y | +82.9% | +125.2% | -42.3% | +35.5% |
| 5Y | -68.1% | +13.0% | -81.0% | -70.7% |
| All | -80.4% | +94.4% | -174.8% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling