+25.1%
CELH vs KDP
+16.7%
+8.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.1% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | +19.3% | +9.7% | +9.6% | +12.4% |
| 3M | +12.6% | +17.6% | -5.0% | +1.7% |
| 6M | +16.4% | +25.8% | -9.4% | +0.9% |
| YTD | -29.1% | +33.9% | -63.0% | -40.9% |
| 1Y | -26.3% | +38.9% | -65.2% | -39.9% |
| 3Y | -40.1% | +26.8% | -66.9% | -49.6% |
| All | +25.1% | +16.7% | +8.4% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling