-49.5%
CELH vs KWEB
-27.0%
-22.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.5% |
| 7D | -7.0% | -1.0% | -6.0% | -6.8% |
| 30D | +5.2% | -8.7% | +13.9% | +7.6% |
| 3M | +10.5% | -4.0% | +14.5% | +11.0% |
| 6M | -32.7% | -13.1% | -19.6% | -30.6% |
| YTD | -33.0% | -23.5% | -9.5% | -28.3% |
| 1Y | -49.5% | -27.2% | -22.4% | -45.2% |
| All | -49.5% | -27.0% | -22.5% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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