-48.4%
CELH vs KWEB
-34.1%
-14.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +1.0% |
| 7D | +9.9% | +5.8% | +4.1% | +7.8% |
| 30D | +11.7% | -1.0% | +12.7% | +12.0% |
| 3M | +4.1% | -15.8% | +19.9% | +8.4% |
| 6M | -8.4% | -14.9% | +6.5% | -6.6% |
| YTD | -32.8% | -28.6% | -4.2% | -28.8% |
| 1Y | -48.4% | -33.9% | -14.4% | -41.2% |
| All | -48.4% | -34.1% | -14.3% | -41.2% |
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