+4,826.7%
CELH vs KDP
+1,130.5%
+3,696.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -3.8% | +2.1% | -5.8% | -4.7% |
| 30D | +6.4% | +8.5% | -2.0% | +2.5% |
| 3M | +5.6% | +6.6% | -1.0% | +2.4% |
| 6M | -31.1% | +17.1% | -48.2% | -36.0% |
| YTD | -35.4% | +19.0% | -54.4% | -40.5% |
| 1Y | -46.9% | +21.8% | -68.6% | -51.6% |
| 3Y | -56.0% | +6.4% | -62.5% | -57.9% |
| 5Y | +1.2% | +5.1% | -3.9% | -2.5% |
| 10Y | +4,043.9% | +175.8% | +3,868.1% | +2,713.4% |
| All | +4,826.7% | +1,130.5% | +3,696.2% | +1,755.5% |
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