+20.1%
CELH vs KRMN
+17.6%
+2.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.8% |
| 7D | -11.2% | -11.8% | +0.5% | -9.5% |
| 30D | -1.4% | -43.0% | +41.6% | +6.9% |
| 3M | -4.2% | -28.8% | +24.7% | +0.5% |
| 6M | -40.5% | -66.3% | +25.9% | -31.3% |
| YTD | -40.5% | -51.8% | +11.3% | -36.1% |
| 1Y | -53.0% | -44.7% | -8.3% | -49.9% |
| All | +20.1% | +17.6% | +2.5% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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