+3,689.7%
CELH vs KHC
-41.4%
+3,731.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | -3.8% | -2.2% | -1.6% | -3.1% |
| 30D | +6.4% | -0.1% | +6.5% | +6.4% |
| 3M | +5.6% | +8.3% | -2.8% | +3.2% |
| 6M | -31.1% | +5.0% | -36.1% | -32.1% |
| YTD | -35.4% | +8.0% | -43.4% | -36.9% |
| 1Y | -46.9% | -1.1% | -45.8% | -46.9% |
| 3Y | -56.0% | -10.7% | -45.3% | -55.1% |
| 5Y | +1.2% | -13.5% | +14.8% | +3.5% |
| 10Y | +4,043.9% | -55.4% | +4,099.3% | +3,922.4% |
| All | +3,689.7% | -41.4% | +3,731.2% | +3,522.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling