-26.4%
CELH vs KTOS
-54.9%
+28.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.8% |
| 7D | +9.4% | -10.4% | +19.8% | +10.6% |
| 30D | +14.8% | -13.3% | +28.1% | +16.3% |
| 3M | +20.5% | -41.2% | +61.7% | +28.6% |
| 6M | +1.6% | -36.6% | +38.1% | +6.1% |
| YTD | -28.3% | -51.6% | +23.3% | -26.1% |
| 1Y | -26.4% | -53.6% | +27.2% | -24.0% |
| All | -26.4% | -54.9% | +28.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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