+226.3%
CLSK vs KEYS
+154.3%
+71.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.0% | +2.8% | +2.8% |
| 7D | +7.7% | +3.5% | +4.2% | +4.3% |
| 30D | +12.2% | -4.5% | +16.7% | +17.7% |
| 3M | -15.5% | -0.4% | -15.1% | -16.3% |
| 6M | +39.3% | +19.1% | +20.2% | +14.6% |
| YTD | +35.1% | +66.7% | -31.6% | -26.7% |
| 1Y | +34.0% | +96.5% | -62.4% | -40.7% |
| 3Y | +226.3% | +155.2% | +71.1% | +2.8% |
| All | +226.3% | +154.3% | +71.9% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling