-80.9%
CLSK vs KMB
+37.2%
-118.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -2.4% |
| 7D | +8.0% | +0.9% | +7.0% | +8.1% |
| 30D | -27.9% | +10.1% | -38.0% | -26.6% |
| 3M | -42.3% | 0.0% | -42.3% | -41.9% |
| 6M | -50.0% | +15.7% | -65.7% | -48.9% |
| YTD | -34.3% | +12.6% | -46.9% | -33.0% |
| 1Y | -44.5% | +10.1% | -54.6% | -43.5% |
| 3Y | +74.5% | +2.1% | +72.4% | +77.9% |
| 5Y | -69.0% | -0.7% | -68.3% | -68.5% |
| All | -80.9% | +37.2% | -118.1% | -80.3% |
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