+6.0%
CLSK vs KNX
+37.6%
-31.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.5% | +8.3% | +7.9% |
| 7D | +7.7% | -5.6% | +13.3% | +11.9% |
| 30D | +12.2% | -4.4% | +16.6% | +15.2% |
| 3M | -15.5% | -17.3% | +1.9% | -5.3% |
| 6M | +39.3% | +22.6% | +16.7% | +16.5% |
| YTD | +35.1% | +31.1% | +3.9% | +5.8% |
| 1Y | +34.0% | +60.2% | -26.2% | -12.5% |
| 3Y | +226.3% | +35.8% | +190.5% | +137.2% |
| All | +6.0% | +37.6% | -31.6% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 5y: compounded portfolio wealth divided by compounded KNX 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…
5y analysis · Full analysis span regression · 6 months rolling