+21,389.4%
CELH vs KWEB
+21.1%
+21,368.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.6% | +2.0% |
| 7D | -11.2% | -5.6% | -5.7% | -9.2% |
| 30D | -1.4% | -10.7% | +9.2% | +3.0% |
| 3M | -4.2% | -7.4% | +3.3% | -1.3% |
| 6M | -40.5% | -19.3% | -21.1% | -35.8% |
| YTD | -40.5% | -27.8% | -12.7% | -33.2% |
| 1Y | -53.0% | -35.9% | -17.1% | -44.8% |
| 3Y | -59.1% | -1.9% | -57.1% | -60.7% |
| 5Y | -10.7% | -43.2% | +32.5% | -1.6% |
| 10Y | +3,788.6% | -21.2% | +3,809.7% | +3,749.7% |
| All | +21,389.4% | +21.1% | +21,368.3% | +26,452.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling