+205.5%
CLSK vs KHC
-12.8%
+218.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.6% |
| 7D | +1.7% | -2.5% | +4.3% | +1.7% |
| 30D | +11.1% | +0.5% | +10.6% | +10.9% |
| 3M | -14.1% | +3.0% | -17.1% | -15.2% |
| 6M | +32.9% | +6.6% | +26.3% | +30.3% |
| YTD | +26.5% | +5.8% | +20.7% | +24.1% |
| 1Y | +27.6% | -2.2% | +29.8% | +27.2% |
| All | +205.5% | -12.8% | +218.3% | +174.1% |
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 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