-60.8%
CLSK vs KHC
-51.7%
-9.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.7% |
| 7D | +7.7% | -1.0% | +8.7% | +7.8% |
| 30D | +12.2% | +1.9% | +10.3% | +11.8% |
| 3M | -15.5% | +3.2% | -18.7% | -16.4% |
| 6M | +39.3% | +10.0% | +29.4% | +36.5% |
| YTD | +35.1% | +6.7% | +28.4% | +32.7% |
| 1Y | +34.0% | -0.9% | +34.9% | +33.0% |
| 3Y | +226.3% | -13.6% | +239.8% | +228.0% |
| 5Y | +6.4% | -12.8% | +19.2% | +6.9% |
| All | -60.8% | -51.7% | -9.1% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling