-60.8%
CLSK vs KMB
+23.0%
-83.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +6.8% |
| 7D | +7.7% | -6.5% | +14.2% | +6.8% |
| 30D | +12.2% | -8.8% | +21.0% | +11.0% |
| 3M | -15.5% | -2.2% | -13.3% | -15.7% |
| 6M | +39.3% | +0.7% | +38.7% | +39.1% |
| YTD | +35.1% | +1.0% | +34.0% | +35.1% |
| 1Y | +34.0% | -20.3% | +54.3% | +30.6% |
| 3Y | +226.3% | -13.3% | +239.5% | +223.4% |
| 5Y | +6.4% | -12.9% | +19.3% | +5.3% |
| All | -60.8% | +23.0% | -83.9% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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