+3,650.7%
CELH vs KDP
+173.3%
+3,477.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.7% | -2.6% |
| 7D | -15.8% | -4.3% | -11.4% | -13.6% |
| 30D | -5.2% | +7.8% | -13.0% | -8.9% |
| 3M | -6.1% | -0.1% | -6.1% | -6.2% |
| 6M | -40.9% | +14.0% | -54.9% | -45.0% |
| YTD | -41.8% | +15.1% | -56.8% | -46.1% |
| 1Y | -52.6% | +18.5% | -71.1% | -56.9% |
| 3Y | -60.4% | +2.9% | -63.3% | -61.8% |
| 5Y | -12.6% | +3.0% | -15.6% | -15.5% |
| All | +3,650.7% | +173.3% | +3,477.4% | +3,162.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling