-12.6%
CELH vs KGC
+435.7%
-448.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.6% | -2.8% |
| 7D | -15.8% | -8.4% | -7.3% | -14.3% |
| 30D | -5.2% | +6.3% | -11.5% | -6.3% |
| 3M | -6.1% | +22.4% | -28.6% | -9.4% |
| 6M | -40.9% | -11.4% | -29.4% | -40.2% |
| YTD | -41.8% | +3.1% | -44.9% | -43.0% |
| 1Y | -52.6% | +26.6% | -79.2% | -55.7% |
| 3Y | -60.4% | +525.6% | -586.0% | -74.3% |
| 5Y | -12.6% | +451.7% | -464.3% | -39.8% |
| All | -12.6% | +435.7% | -448.3% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling