+107.3%
CELH vs KMX
+109.9%
-2.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.3% |
| 7D | -11.7% | -1.9% | -9.8% | -11.1% |
| 30D | +1.6% | +2.6% | -1.0% | +0.8% |
| 3M | -2.0% | +25.6% | -27.5% | -10.0% |
| 6M | -36.2% | +41.9% | -78.0% | -44.3% |
| YTD | -39.6% | +56.0% | -95.6% | -49.2% |
| 1Y | -50.7% | -1.8% | -48.9% | -52.2% |
| 3Y | -58.9% | -25.7% | -33.1% | -57.6% |
| 5Y | -5.4% | -54.7% | +49.4% | +11.1% |
| 10Y | +3,848.6% | +9.2% | +3,839.4% | +3,515.8% |
| All | +107.3% | +109.9% | -2.6% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling