-60.8%
CLSK vs KMX
+9.3%
-70.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +6.1% |
| 7D | +7.7% | -3.1% | +10.8% | +9.4% |
| 30D | +12.2% | +4.4% | +7.8% | +9.5% |
| 3M | -15.5% | +18.9% | -34.4% | -24.0% |
| 6M | +39.3% | +44.3% | -4.9% | +11.2% |
| YTD | +35.1% | +58.7% | -23.6% | +1.5% |
| 1Y | +34.0% | +0.1% | +33.9% | +25.9% |
| 3Y | +226.3% | -24.4% | +250.7% | +256.2% |
| 5Y | +6.4% | -54.4% | +60.8% | +40.1% |
| All | -60.8% | +9.3% | -70.2% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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