-59.1%
CELH vs KMI
+111.5%
-170.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -11.2% | -1.7% | -9.5% | -10.9% |
| 30D | -1.4% | -2.7% | +1.3% | -1.1% |
| 3M | -4.2% | -0.7% | -3.5% | -4.5% |
| 6M | -40.5% | -5.0% | -35.5% | -40.1% |
| YTD | -40.5% | +15.5% | -56.0% | -43.5% |
| 1Y | -53.0% | +16.4% | -69.4% | -55.6% |
| 3Y | -59.1% | +114.2% | -173.2% | -72.2% |
| All | -59.1% | +111.5% | -170.5% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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