+104.1%
CELH vs KTOS
+98.7%
+5.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | -11.2% | -2.4% | -8.9% | -11.0% |
| 30D | -1.4% | -26.8% | +25.4% | +1.7% |
| 3M | -4.2% | -20.6% | +16.4% | -2.2% |
| 6M | -40.5% | -47.5% | +7.0% | -37.0% |
| YTD | -40.5% | -38.5% | -2.0% | -38.5% |
| 1Y | -53.0% | -31.0% | -22.0% | -52.2% |
| 3Y | -59.1% | +216.5% | -275.6% | -64.9% |
| 5Y | -10.7% | +105.7% | -116.4% | -21.9% |
| 10Y | +3,788.6% | +615.0% | +3,173.6% | +3,272.9% |
| All | +104.1% | +98.7% | +5.5% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling