-49.5%
CELH vs KEY
+21.3%
-70.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -7.0% | +2.2% | -9.2% | -7.7% |
| 30D | +5.2% | -3.0% | +8.2% | +6.3% |
| 3M | +10.5% | +3.3% | +7.2% | +9.9% |
| 6M | -32.7% | +9.2% | -41.9% | -34.6% |
| YTD | -33.0% | +10.6% | -43.6% | -35.1% |
| 1Y | -49.5% | +20.4% | -69.9% | -50.9% |
| All | -49.5% | +21.3% | -70.9% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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