+22.5%
KORU vs CLSK
-58.7%
+81.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -16.6% | +11.3% | +10.9% |
| 7D | -24.3% | -20.7% | -3.6% | -6.9% |
| 30D | -54.2% | -45.5% | -8.7% | -16.9% |
| 3M | -45.4% | -52.0% | +6.6% | +12.3% |
| 6M | -66.5% | -47.0% | -19.5% | -23.8% |
| YTD | +14.9% | -32.8% | +47.7% | +135.8% |
| 1Y | +22.5% | -58.1% | +80.6% | +165.7% |
| All | +22.5% | -58.7% | +81.3% | +165.7% |
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