-49.5%
CELH vs KEEL
+169.0%
-218.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -3.3% |
| 7D | -7.0% | +7.8% | -14.8% | -7.6% |
| 30D | +5.2% | -11.7% | +16.9% | +6.0% |
| 3M | +10.5% | -41.5% | +52.0% | +14.2% |
| 6M | -32.7% | +54.9% | -87.6% | -38.6% |
| YTD | -33.0% | +47.7% | -80.6% | -39.5% |
| 1Y | -49.5% | +177.6% | -227.1% | -55.8% |
| All | -49.5% | +169.0% | -218.5% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling