-60.8%
CLSK vs KIM
+46.3%
-107.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +7.0% |
| 7D | +7.7% | -1.7% | +9.5% | +8.5% |
| 30D | +12.2% | -3.0% | +15.2% | +13.4% |
| 3M | -15.5% | -8.9% | -6.6% | -12.8% |
| 6M | +39.3% | +2.4% | +37.0% | +37.4% |
| YTD | +35.1% | +18.3% | +16.7% | +25.4% |
| 1Y | +34.0% | +8.2% | +25.8% | +28.8% |
| 3Y | +226.3% | +44.0% | +182.2% | +189.4% |
| 5Y | +6.4% | +37.3% | -31.0% | -0.7% |
| All | -60.8% | +46.3% | -107.1% | -60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling