-48.4%
CELH vs KDP
+41.3%
-89.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | -1.4% |
| 7D | +9.9% | +5.3% | +4.6% | +5.7% |
| 30D | +11.7% | +19.1% | -7.4% | -1.9% |
| 3M | +4.1% | +19.2% | -15.1% | -8.4% |
| 6M | -8.4% | +29.3% | -37.7% | -24.8% |
| YTD | -32.8% | +35.5% | -68.3% | -47.0% |
| 1Y | -48.4% | +43.5% | -91.8% | -63.7% |
| All | -48.4% | +41.3% | -89.7% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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