+130.0%
CELH vs KEY
+13.0%
+117.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -7.0% | +2.2% | -9.2% | -7.4% |
| 30D | +5.2% | -3.0% | +8.2% | +5.8% |
| 3M | +10.5% | +3.3% | +7.2% | +9.9% |
| 6M | -32.7% | +9.2% | -41.9% | -33.7% |
| YTD | -33.0% | +10.6% | -43.6% | -34.2% |
| 1Y | -49.5% | +20.4% | -69.9% | -51.2% |
| 3Y | -52.6% | +121.8% | -174.5% | -59.0% |
| 5Y | +5.2% | +41.1% | -35.9% | -3.5% |
| 10Y | +4,178.1% | +168.5% | +4,009.6% | +3,446.1% |
| All | +130.0% | +13.0% | +117.0% | +152.8% |
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