-58.4%
CELH vs KHC
-12.1%
-46.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -5.9% |
| 7D | -11.7% | -4.8% | -6.9% | -9.6% |
| 30D | +1.6% | +0.3% | +1.3% | +1.3% |
| 3M | -2.0% | +6.7% | -8.7% | -4.6% |
| 6M | -36.2% | +4.2% | -40.3% | -37.3% |
| YTD | -39.6% | +6.7% | -46.3% | -41.4% |
| 1Y | -50.7% | -1.4% | -49.3% | -50.6% |
| All | -58.4% | -12.1% | -46.4% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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