+224.7%
CLSK vs KVYO
-55.5%
+280.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.4% | +6.3% |
| 7D | +7.7% | -12.1% | +19.8% | +12.0% |
| 30D | +12.2% | -5.2% | +17.4% | +12.4% |
| 3M | -15.5% | +14.5% | -29.9% | -23.9% |
| 6M | +39.3% | -17.6% | +57.0% | +32.1% |
| YTD | +35.1% | -49.6% | +84.7% | +60.2% |
| 1Y | +34.0% | -48.6% | +82.6% | +54.5% |
| All | +224.7% | -55.5% | +280.2% | +273.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling