+226.3%
CLSK vs KWEB
-2.3%
+228.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.4% |
| 7D | +7.7% | -5.6% | +13.3% | +11.9% |
| 30D | +12.2% | -10.7% | +22.9% | +20.9% |
| 3M | -15.5% | -7.4% | -8.0% | -12.0% |
| 6M | +39.3% | -19.3% | +58.7% | +60.0% |
| YTD | +35.1% | -27.8% | +62.8% | +68.7% |
| 1Y | +34.0% | -35.9% | +70.0% | +81.5% |
| 3Y | +226.3% | -1.9% | +228.2% | +210.1% |
| All | +226.3% | -2.3% | +228.5% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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