-59.1%
CELH vs KEYS
+154.3%
-213.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.3% |
| 7D | -11.2% | +3.5% | -14.7% | -11.9% |
| 30D | -1.4% | -4.5% | +3.0% | -0.6% |
| 3M | -4.2% | -0.4% | -3.7% | -5.3% |
| 6M | -40.5% | +19.1% | -59.6% | -45.2% |
| YTD | -40.5% | +66.7% | -107.2% | -52.2% |
| 1Y | -53.0% | +96.5% | -149.5% | -64.6% |
| 3Y | -59.1% | +155.2% | -214.2% | -73.2% |
| All | -59.1% | +154.3% | -213.4% | -73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling