-5.4%
CELH vs KDP
+3.6%
-9.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -5.6% |
| 7D | -11.7% | -1.6% | -10.1% | -10.8% |
| 30D | +1.6% | +9.5% | -7.9% | -3.6% |
| 3M | -2.0% | +2.6% | -4.6% | -3.5% |
| 6M | -36.2% | +15.6% | -51.8% | -41.5% |
| YTD | -39.6% | +17.3% | -56.9% | -45.1% |
| 1Y | -50.7% | +20.1% | -70.8% | -55.9% |
| 3Y | -58.9% | +4.9% | -63.8% | -60.8% |
| 5Y | -5.4% | +5.0% | -10.4% | -7.8% |
| All | -5.4% | +3.6% | -9.0% | -7.8% |
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 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