+3,733.8%
CELH vs KMX
+11.6%
+3,722.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.7% |
| 7D | -11.2% | -3.1% | -8.1% | -10.1% |
| 30D | -1.4% | +4.4% | -5.9% | -3.0% |
| 3M | -4.2% | +18.9% | -23.1% | -11.9% |
| 6M | -40.5% | +44.3% | -84.7% | -50.4% |
| YTD | -40.5% | +58.7% | -99.2% | -52.9% |
| 1Y | -53.0% | +0.1% | -53.1% | -55.4% |
| 3Y | -59.1% | -24.4% | -34.6% | -58.0% |
| 5Y | -10.7% | -54.4% | +43.7% | +8.9% |
| All | +3,733.8% | +11.6% | +3,722.2% | +3,877.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling