-65.7%
CLSK vs KEYS
+45.0%
-110.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -8.8% | -7.6% | -8.6% |
| 7D | -30.7% | -21.0% | -9.7% | -13.9% |
| 30D | -53.8% | -32.8% | -20.9% | -34.5% |
| 3M | -57.9% | -22.4% | -35.5% | -46.9% |
| 6M | -57.6% | -26.8% | -30.9% | -45.0% |
| YTD | -43.9% | +28.3% | -72.1% | -55.3% |
| 1Y | -65.7% | +40.2% | -106.0% | -75.1% |
| All | -65.7% | +45.0% | -110.8% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling