-52.6%
CELH vs KDP
+18.4%
-71.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.7% | -2.5% |
| 7D | -15.8% | -4.3% | -11.4% | -13.4% |
| 30D | -5.2% | +7.8% | -13.0% | -9.2% |
| 3M | -6.1% | -0.1% | -6.1% | -6.1% |
| 6M | -40.9% | +14.0% | -54.9% | -45.5% |
| YTD | -41.8% | +15.1% | -56.8% | -46.3% |
| 1Y | -52.6% | +18.5% | -71.1% | -56.8% |
| All | -52.6% | +18.4% | -71.1% | -56.8% |
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