+26.2%
KLAC vs CLSK
-58.7%
+84.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -16.6% | +12.5% | +0.4% |
| 7D | -5.7% | -20.7% | +15.1% | -0.1% |
| 30D | -27.6% | -45.5% | +17.9% | -15.4% |
| 3M | -23.3% | -52.0% | +28.7% | -8.1% |
| 6M | -12.4% | -47.0% | +34.6% | +1.5% |
| YTD | +23.7% | -32.8% | +56.5% | +33.2% |
| 1Y | +26.2% | -58.1% | +84.3% | +42.8% |
| All | +26.2% | -58.7% | +84.9% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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