-49.5%
CELH vs KNX
+68.2%
-117.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -3.9% |
| 7D | -7.0% | +7.4% | -14.4% | -8.6% |
| 30D | +5.2% | +2.0% | +3.2% | +4.7% |
| 3M | +10.5% | -7.9% | +18.4% | +12.0% |
| 6M | -32.7% | +14.4% | -47.1% | -36.3% |
| YTD | -33.0% | +38.9% | -71.9% | -40.3% |
| 1Y | -49.5% | +65.9% | -115.4% | -57.4% |
| All | -49.5% | +68.2% | -117.7% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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