-58.4%
CELH vs KDP
+4.7%
-63.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -5.7% |
| 7D | -11.7% | -1.6% | -10.1% | -10.9% |
| 30D | +1.6% | +9.5% | -7.9% | -3.1% |
| 3M | -2.0% | +2.6% | -4.6% | -3.3% |
| 6M | -36.2% | +15.6% | -51.8% | -40.9% |
| YTD | -39.6% | +17.3% | -56.9% | -44.4% |
| 1Y | -50.7% | +20.1% | -70.8% | -55.3% |
| All | -58.4% | +4.7% | -63.1% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling