-49.5%
CELH vs KVYO
-39.6%
-9.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.8% | +2.8% | -2.9% |
| 7D | -7.0% | -7.6% | +0.6% | -6.9% |
| 30D | +5.2% | -3.6% | +8.8% | +5.3% |
| 3M | +10.5% | +17.9% | -7.4% | +11.0% |
| 6M | -32.7% | -4.7% | -28.0% | -32.3% |
| YTD | -33.0% | -42.7% | +9.7% | -39.5% |
| 1Y | -49.5% | -40.3% | -9.3% | -52.1% |
| All | -49.5% | -39.6% | -9.9% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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