+140.8%
KORU vs CLSK
-60.8%
+201.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.8% | +2.2% | +8.6% |
| 7D | -1.7% | +7.7% | -9.4% | -2.1% |
| 30D | +13.5% | +12.2% | +1.3% | +12.9% |
| 3M | -45.2% | -15.5% | -29.7% | -44.2% |
| 6M | +17.1% | +39.3% | -22.2% | +17.6% |
| YTD | +154.1% | +35.1% | +119.1% | +155.9% |
| 1Y | +375.7% | +34.0% | +341.7% | +377.3% |
| 3Y | +474.0% | +226.3% | +247.8% | +452.2% |
| 5Y | +60.4% | +6.4% | +54.0% | +54.7% |
| All | +140.8% | -60.8% | +201.6% | +140.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling