-58.1%
CLSK vs KIM
+33.1%
-91.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.6% | -20.1% | -14.7% |
| 7D | -20.7% | +10.6% | -31.3% | -17.1% |
| 30D | -45.5% | +17.5% | -63.0% | -42.3% |
| 3M | -52.0% | +4.7% | -56.7% | -50.0% |
| 6M | -47.0% | +13.1% | -60.1% | -46.1% |
| YTD | -32.8% | +32.1% | -64.9% | -28.5% |
| 1Y | -58.1% | +32.7% | -90.7% | -55.5% |
| All | -58.1% | +33.1% | -91.2% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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