+1,867.7%
CELH vs KEEL
+294.5%
+1,573.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +1.8% |
| 7D | -11.2% | +2.9% | -14.1% | -11.5% |
| 30D | -1.4% | +0.8% | -2.3% | -2.0% |
| 3M | -4.2% | -35.3% | +31.2% | -1.5% |
| 6M | -40.5% | +59.4% | -99.8% | -45.0% |
| YTD | -40.5% | +51.9% | -92.4% | -45.2% |
| 1Y | -53.0% | +75.0% | -128.0% | -58.3% |
| 3Y | -59.1% | +224.5% | -283.6% | -68.9% |
| 5Y | -10.7% | -35.9% | +25.2% | -27.5% |
| All | +1,867.7% | +294.5% | +1,573.2% | +1,343.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling