-49.5%
CELH vs KMX
+5.0%
-54.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.3% |
| 7D | -7.0% | +1.9% | -8.9% | -7.5% |
| 30D | +5.2% | +11.7% | -6.5% | +1.9% |
| 3M | +10.5% | +34.9% | -24.4% | -0.4% |
| 6M | -32.7% | +50.3% | -83.0% | -43.1% |
| YTD | -33.0% | +63.8% | -96.8% | -46.5% |
| 1Y | -49.5% | +3.8% | -53.4% | -58.1% |
| All | -49.5% | +5.0% | -54.5% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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