+130.0%
CELH vs KMB
+220.0%
-90.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.4% |
| 7D | -7.0% | -3.0% | -4.0% | -6.0% |
| 30D | +5.2% | -5.5% | +10.7% | +7.7% |
| 3M | +10.5% | +14.0% | -3.5% | +6.1% |
| 6M | -32.7% | +4.1% | -36.8% | -33.4% |
| YTD | -33.0% | +8.0% | -41.0% | -34.5% |
| 1Y | -49.5% | -13.7% | -35.8% | -47.2% |
| 3Y | -52.6% | -5.9% | -46.7% | -52.5% |
| 5Y | +5.2% | -8.6% | +13.8% | +5.6% |
| 10Y | +4,178.1% | +17.3% | +4,160.9% | +3,646.0% |
| All | +130.0% | +220.0% | -90.1% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling