-60.0%
CLSK vs KVYO
-27.1%
-32.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +8.9% | +8.4% |
| 7D | -19.7% | +2.8% | -22.5% | -19.5% |
| 30D | -46.5% | +19.0% | -65.5% | -45.9% |
| 3M | -51.7% | +23.8% | -75.5% | -50.9% |
| 6M | -57.5% | +31.0% | -88.5% | -56.9% |
| YTD | -39.1% | -36.2% | -2.9% | -39.2% |
| 1Y | -60.0% | -28.1% | -31.9% | -64.2% |
| All | -60.0% | -27.1% | -32.9% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 1y: compounded portfolio wealth divided by compounded KVYO 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…
1y analysis · Full analysis span regression · 6 months rolling