+2,896.3%
KLAC vs CELH
+3,788.6%
-892.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.3% | +1.6% |
| 7D | -2.7% | -11.2% | +8.5% | -0.9% |
| 30D | -13.2% | -1.4% | -11.7% | -13.2% |
| 3M | -25.0% | -4.2% | -20.9% | -25.6% |
| 6M | +23.6% | -40.5% | +64.1% | +31.7% |
| YTD | +49.2% | -40.5% | +89.7% | +58.6% |
| 1Y | +89.3% | -53.0% | +142.3% | +107.1% |
| 3Y | +274.4% | -59.1% | +333.4% | +297.3% |
| 5Y | +440.9% | -10.7% | +451.7% | +371.0% |
| All | +2,896.3% | +3,788.6% | -892.3% | +1,572.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 10y: compounded portfolio wealth divided by compounded CELH 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…
10y analysis · Full analysis span regression · 6 months rolling