+121.7%
CELH vs KIM
+27.0%
+94.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.7% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | +6.4% | -1.7% | +8.2% | +6.8% |
| 3M | +5.6% | -0.8% | +6.4% | +5.7% |
| 6M | -31.1% | +4.4% | -35.5% | -31.8% |
| YTD | -35.4% | +21.2% | -56.6% | -37.9% |
| 1Y | -46.9% | +10.5% | -57.4% | -48.0% |
| 3Y | -56.0% | +47.5% | -103.5% | -59.5% |
| 5Y | +1.2% | +37.1% | -35.9% | -4.6% |
| 10Y | +4,043.9% | +29.5% | +4,014.4% | +3,639.6% |
| All | +121.7% | +27.0% | +94.7% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded KIM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling