-6.1%
CELH vs KWEB
-42.7%
+36.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.6% | +2.0% |
| 7D | -11.2% | -5.6% | -5.7% | -9.1% |
| 30D | -1.4% | -10.7% | +9.2% | +3.1% |
| 3M | -4.2% | -7.4% | +3.3% | -1.3% |
| 6M | -40.5% | -19.3% | -21.1% | -35.7% |
| YTD | -40.5% | -27.8% | -12.7% | -33.0% |
| 1Y | -53.0% | -35.9% | -17.1% | -44.5% |
| 3Y | -59.1% | -1.9% | -57.1% | -60.9% |
| All | -6.1% | -42.7% | +36.6% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling