-58.4%
CELH vs KMB
-12.8%
-45.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | -5.1% |
| 7D | -11.7% | -8.6% | -3.1% | -8.9% |
| 30D | +1.6% | -7.5% | +9.1% | +4.4% |
| 3M | -2.0% | -0.6% | -1.3% | -0.1% |
| 6M | -36.2% | -1.5% | -34.6% | -35.1% |
| YTD | -39.6% | +1.6% | -41.2% | -38.7% |
| 1Y | -50.7% | -20.8% | -29.9% | -47.7% |
| All | -58.4% | -12.8% | -45.7% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling