-52.6%
CELH vs KMB
-20.5%
-32.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.4% | -3.6% |
| 7D | -15.8% | -7.7% | -8.1% | -12.6% |
| 30D | -5.2% | -8.2% | +3.0% | -1.3% |
| 3M | -6.1% | -1.9% | -4.2% | -2.8% |
| 6M | -40.9% | -0.7% | -40.2% | -39.5% |
| YTD | -41.8% | +1.4% | -43.2% | -39.8% |
| 1Y | -52.6% | -19.1% | -33.5% | -46.2% |
| All | -52.6% | -20.5% | -32.1% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 1y: compounded portfolio wealth divided by compounded KMB 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…
1y analysis · Full analysis span regression · 6 months rolling