+474.0%
KORU vs CLSK
+211.4%
+262.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.8% | +2.2% | +6.3% |
| 7D | -1.7% | +7.7% | -9.4% | -4.4% |
| 30D | +13.5% | +12.2% | +1.3% | +9.0% |
| 3M | -45.2% | -15.5% | -29.7% | -39.4% |
| 6M | +17.1% | +39.3% | -22.2% | +19.1% |
| YTD | +154.1% | +35.1% | +119.1% | +161.0% |
| 1Y | +375.7% | +34.0% | +341.7% | +373.1% |
| 3Y | +474.0% | +226.3% | +247.8% | +293.4% |
| All | +474.0% | +211.4% | +262.6% | +293.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling