+3,733.8%
CELH vs KGC
+698.0%
+3,035.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -11.2% | -5.6% | -5.6% | -10.4% |
| 30D | -1.4% | +6.1% | -7.6% | -2.3% |
| 3M | -4.2% | +17.3% | -21.5% | -6.4% |
| 6M | -40.5% | -10.3% | -30.2% | -40.0% |
| YTD | -40.5% | +3.9% | -44.3% | -41.5% |
| 1Y | -53.0% | +25.7% | -78.7% | -55.3% |
| 3Y | -59.1% | +526.0% | -585.0% | -70.0% |
| 5Y | -10.7% | +455.5% | -466.2% | -34.9% |
| All | +3,733.8% | +698.0% | +3,035.8% | +2,431.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling