+226.3%
CLSK vs KHC
-12.1%
+238.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.8% |
| 7D | +7.7% | -1.0% | +8.7% | +7.7% |
| 30D | +12.2% | +1.9% | +10.3% | +12.1% |
| 3M | -15.5% | +3.2% | -18.7% | -16.5% |
| 6M | +39.3% | +10.0% | +29.4% | +36.1% |
| YTD | +35.1% | +6.7% | +28.4% | +32.6% |
| 1Y | +34.0% | -0.9% | +34.9% | +33.5% |
| 3Y | +226.3% | -13.6% | +239.8% | +192.7% |
| All | +226.3% | -12.1% | +238.3% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling