-18.4%
CELH vs KVUE
-20.4%
+2.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -11.2% | -5.1% | -6.1% | -9.8% |
| 30D | -1.4% | -6.3% | +4.9% | +0.6% |
| 3M | -4.2% | -0.5% | -3.6% | -3.4% |
| 6M | -40.5% | +3.1% | -43.6% | -40.5% |
| YTD | -40.5% | +6.7% | -47.2% | -41.0% |
| 1Y | -53.0% | -1.1% | -51.9% | -52.2% |
| 3Y | -59.1% | -8.7% | -50.3% | -56.9% |
| All | -18.4% | -20.4% | +2.1% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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