+205.5%
CLSK vs KIM
+43.4%
+162.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.5% |
| 7D | +1.7% | -1.5% | +3.2% | +3.2% |
| 30D | +11.1% | -1.7% | +12.8% | +12.6% |
| 3M | -14.1% | -7.1% | -6.9% | -9.1% |
| 6M | +32.9% | +2.9% | +30.1% | +25.9% |
| YTD | +26.5% | +18.8% | +7.6% | +1.2% |
| 1Y | +27.6% | +9.4% | +18.2% | +11.9% |
| All | +205.5% | +43.4% | +162.1% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling