+5,303.3%
CELH vs KDP
+1,283.7%
+4,019.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.5% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | +19.3% | +9.7% | +9.6% | +14.0% |
| 3M | +12.6% | +17.6% | -5.0% | +4.2% |
| 6M | +16.4% | +25.8% | -9.4% | +4.3% |
| YTD | -29.1% | +33.9% | -63.0% | -38.4% |
| 1Y | -26.3% | +38.9% | -65.2% | -37.0% |
| 3Y | -40.1% | +26.8% | -66.9% | -47.2% |
| 5Y | +16.7% | +16.3% | +0.3% | +7.1% |
| 10Y | +4,466.2% | +248.1% | +4,218.1% | +2,710.1% |
| All | +5,303.3% | +1,283.7% | +4,019.6% | +1,821.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling