-59.1%
CELH vs KMX
-25.1%
-34.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.8% |
| 7D | -11.2% | -3.1% | -8.1% | -10.3% |
| 30D | -1.4% | +4.4% | -5.9% | -2.7% |
| 3M | -4.2% | +18.9% | -23.1% | -10.5% |
| 6M | -40.5% | +44.3% | -84.7% | -49.2% |
| YTD | -40.5% | +58.7% | -99.2% | -51.6% |
| 1Y | -53.0% | +0.1% | -53.1% | -55.6% |
| 3Y | -59.1% | -24.4% | -34.6% | -60.5% |
| All | -59.1% | -25.1% | -34.0% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling