-5.4%
CELH vs KEY
+40.7%
-46.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.4% |
| 7D | -11.7% | -0.3% | -11.3% | -11.6% |
| 30D | +1.6% | -3.3% | +4.9% | +2.6% |
| 3M | -2.0% | -0.7% | -1.2% | -1.6% |
| 6M | -36.2% | +12.5% | -48.7% | -38.5% |
| YTD | -39.6% | +8.4% | -48.0% | -41.2% |
| 1Y | -50.7% | +18.4% | -69.1% | -53.4% |
| 3Y | -58.9% | +123.3% | -182.2% | -69.3% |
| 5Y | -5.4% | +38.8% | -44.2% | -3.4% |
| All | -5.4% | +40.7% | -46.1% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling