-63.6%
CLSK vs KMB
+31.6%
-95.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.7% |
| 7D | +8.8% | -3.0% | +11.9% | +8.4% |
| 30D | -6.0% | -5.5% | -0.5% | -6.6% |
| 3M | -24.4% | +14.0% | -38.4% | -23.4% |
| 6M | +19.0% | +4.1% | +15.0% | +19.4% |
| YTD | +25.4% | +8.0% | +17.3% | +26.5% |
| 1Y | +39.8% | -13.7% | +53.5% | +37.6% |
| 3Y | +177.7% | -5.9% | +183.6% | +178.2% |
| 5Y | -11.0% | -8.6% | -2.4% | -11.5% |
| All | -63.6% | +31.6% | -95.2% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling