-61.4%
CLSK vs KHC
-51.1%
-10.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.2% |
| 7D | +21.9% | -2.2% | +24.1% | +22.1% |
| 30D | +9.6% | -0.1% | +9.7% | +9.5% |
| 3M | -18.4% | +8.3% | -26.7% | -19.8% |
| 6M | +46.4% | +5.0% | +41.4% | +44.4% |
| YTD | +33.2% | +8.0% | +25.2% | +30.7% |
| 1Y | +47.0% | -1.1% | +48.1% | +46.0% |
| 3Y | +206.4% | -10.7% | +217.1% | +206.7% |
| 5Y | +5.4% | -13.5% | +18.9% | +6.0% |
| All | -61.4% | -51.1% | -10.3% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling