-48.4%
CELH vs KNX
+45.0%
-93.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | +9.9% | +2.5% | +7.4% | +9.4% |
| 30D | +11.7% | -4.4% | +16.2% | +12.6% |
| 3M | +4.1% | -12.7% | +16.8% | +6.8% |
| 6M | -8.4% | +0.9% | -9.3% | -11.1% |
| YTD | -32.8% | +20.3% | -53.1% | -37.8% |
| 1Y | -48.4% | +40.9% | -89.3% | -55.3% |
| All | -48.4% | +45.0% | -93.3% | -55.3% |
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