+3,650.7%
CELH vs KEY
+171.1%
+3,479.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -15.8% | -1.8% | -14.0% | -15.3% |
| 30D | -5.2% | -3.3% | -1.9% | -4.3% |
| 3M | -6.1% | -0.2% | -5.9% | -6.0% |
| 6M | -40.9% | +12.1% | -53.0% | -43.0% |
| YTD | -41.8% | +8.4% | -50.2% | -43.4% |
| 1Y | -52.6% | +17.6% | -70.3% | -55.2% |
| 3Y | -60.4% | +123.3% | -183.7% | -70.2% |
| 5Y | -12.6% | +39.5% | -52.2% | -25.5% |
| All | +3,650.7% | +171.1% | +3,479.6% | +2,778.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling