-53.0%
CELH vs KEYS
+97.6%
-150.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.8% |
| 7D | -11.2% | +3.5% | -14.7% | -11.5% |
| 30D | -1.4% | -4.5% | +3.0% | -0.9% |
| 3M | -4.2% | -0.4% | -3.7% | -5.0% |
| 6M | -40.5% | +19.1% | -59.6% | -44.7% |
| YTD | -40.5% | +66.7% | -107.2% | -52.5% |
| 1Y | -53.0% | +96.5% | -149.5% | -65.1% |
| All | -53.0% | +97.6% | -150.6% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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