-58.1%
CLSK vs KHC
+11.6%
-69.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.8% | -20.3% | -14.3% |
| 7D | -20.7% | +6.6% | -27.4% | -17.4% |
| 30D | -45.5% | +16.5% | -62.0% | -40.8% |
| 3M | -52.0% | -3.0% | -49.0% | -51.2% |
| 6M | -47.0% | +17.4% | -64.3% | -45.7% |
| YTD | -32.8% | +10.3% | -43.1% | -30.5% |
| 1Y | -58.1% | +12.5% | -70.5% | -59.1% |
| All | -58.1% | +11.6% | -69.7% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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