+2,552.0%
KLAC vs CLSK
-63.3%
+2,615.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -3.0% |
| 7D | +2.5% | +1.7% | +0.7% | +2.4% |
| 30D | -11.5% | +11.1% | -22.6% | -11.9% |
| 3M | -16.9% | -14.1% | -2.8% | -16.7% |
| 6M | +22.2% | +32.9% | -10.7% | +21.1% |
| YTD | +46.4% | +26.5% | +19.9% | +44.9% |
| 1Y | +91.0% | +27.6% | +63.4% | +88.6% |
| 3Y | +264.6% | +190.9% | +73.6% | +248.5% |
| 5Y | +430.6% | -0.4% | +431.0% | +407.5% |
| All | +2,552.0% | -63.3% | +2,615.3% | +2,361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling