+104.1%
CELH vs KNX
+372.0%
-267.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.8% | +2.6% |
| 7D | -11.2% | -5.6% | -5.6% | -9.7% |
| 30D | -1.4% | -4.4% | +3.0% | -0.3% |
| 3M | -4.2% | -17.3% | +13.2% | +0.7% |
| 6M | -40.5% | +22.6% | -63.1% | -44.5% |
| YTD | -40.5% | +31.1% | -71.6% | -45.7% |
| 1Y | -53.0% | +60.2% | -113.2% | -59.7% |
| 3Y | -59.1% | +35.8% | -94.8% | -64.3% |
| 5Y | -10.7% | +38.9% | -49.6% | -22.6% |
| 10Y | +3,788.6% | +166.5% | +3,622.1% | +2,685.4% |
| All | +104.1% | +372.0% | -267.9% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling