+147.8%
CELH vs KEY
+9.2%
+138.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.7% |
| 7D | +7.4% | -0.5% | +8.0% | +7.5% |
| 30D | +16.4% | +6.7% | +9.7% | +15.1% |
| 3M | +17.6% | -4.6% | +22.2% | +18.4% |
| 6M | +7.8% | +2.6% | +5.3% | +7.3% |
| YTD | -27.8% | +7.0% | -34.7% | -28.7% |
| 1Y | -24.4% | +23.5% | -47.9% | -27.2% |
| 3Y | -42.5% | +126.4% | -168.9% | -50.4% |
| 5Y | +1.4% | +13.0% | -11.6% | -4.0% |
| 10Y | +4,553.5% | +99.5% | +4,454.0% | +3,879.6% |
| All | +147.8% | +9.2% | +138.6% | +173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling