+121.0%
KORU vs CLSK
-63.3%
+184.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.6% | -8.9% | -12.3% |
| 7D | +2.3% | +1.7% | +0.6% | +2.2% |
| 30D | +20.0% | +11.1% | +8.9% | +19.4% |
| 3M | -32.7% | -14.1% | -18.6% | -31.5% |
| 6M | +13.3% | +32.9% | -19.6% | +14.2% |
| YTD | +133.2% | +26.5% | +106.7% | +135.7% |
| 1Y | +357.3% | +27.6% | +329.7% | +360.3% |
| 3Y | +452.7% | +190.9% | +261.7% | +434.3% |
| 5Y | +47.2% | -0.4% | +47.6% | +42.5% |
| All | +121.0% | -63.3% | +184.3% | +121.6% |
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 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