-55.0%
CELH vs KVYO
-55.5%
+0.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.1% |
| 7D | -11.2% | -12.1% | +0.9% | -10.6% |
| 30D | -1.4% | -5.2% | +3.7% | -1.3% |
| 3M | -4.2% | +14.5% | -18.6% | -4.1% |
| 6M | -40.5% | -17.6% | -22.8% | -40.1% |
| YTD | -40.5% | -49.6% | +9.1% | -39.4% |
| 1Y | -53.0% | -48.6% | -4.5% | -52.1% |
| All | -55.0% | -55.5% | +0.5% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling