+130.0%
CELH vs KIM
+26.2%
+103.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -7.0% | +0.4% | -7.5% | -7.1% |
| 30D | +5.2% | -4.0% | +9.2% | +6.1% |
| 3M | +10.5% | +0.5% | +9.9% | +10.3% |
| 6M | -32.7% | +3.6% | -36.3% | -33.2% |
| YTD | -33.0% | +20.4% | -53.4% | -35.5% |
| 1Y | -49.5% | +9.7% | -59.2% | -50.5% |
| 3Y | -52.6% | +46.0% | -98.6% | -56.3% |
| 5Y | +5.2% | +34.4% | -29.2% | -0.5% |
| 10Y | +4,178.1% | +29.3% | +4,148.8% | +3,763.5% |
| All | +130.0% | +26.2% | +103.8% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling