+89.3%
KLAC vs CELH
-52.9%
+142.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.3% | +1.9% |
| 7D | -2.7% | -11.2% | +8.5% | -2.2% |
| 30D | -13.2% | -1.4% | -11.7% | -13.3% |
| 3M | -25.0% | -4.2% | -20.9% | -25.5% |
| 6M | +23.6% | -40.5% | +64.1% | +32.2% |
| YTD | +49.2% | -40.5% | +89.7% | +59.3% |
| 1Y | +89.3% | -53.0% | +142.3% | +115.0% |
| All | +89.3% | -52.9% | +142.2% | +115.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling