-12.6%
CELH vs KHC
-14.0%
+1.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.3% |
| 7D | -15.8% | -2.5% | -13.2% | -14.9% |
| 30D | -5.2% | +0.5% | -5.7% | -5.4% |
| 3M | -6.1% | +3.0% | -9.2% | -7.0% |
| 6M | -40.9% | +6.6% | -47.5% | -42.1% |
| YTD | -41.8% | +5.8% | -47.6% | -43.0% |
| 1Y | -52.6% | -2.2% | -50.4% | -52.4% |
| 3Y | -60.4% | -12.5% | -47.8% | -59.5% |
| 5Y | -12.6% | -13.6% | +0.9% | -3.2% |
| All | -12.6% | -14.0% | +1.3% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling