+274.4%
KLAC vs CELH
-60.2%
+334.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.3% | +1.7% |
| 7D | -2.7% | -11.2% | +8.5% | -1.3% |
| 30D | -13.2% | -1.4% | -11.7% | -13.3% |
| 3M | -25.0% | -4.2% | -20.9% | -25.6% |
| 6M | +23.6% | -40.5% | +64.1% | +31.3% |
| YTD | +49.2% | -40.5% | +89.7% | +58.1% |
| 1Y | +89.3% | -53.0% | +142.3% | +106.0% |
| 3Y | +274.4% | -59.1% | +333.4% | +296.5% |
| All | +274.4% | -60.2% | +334.6% | +296.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling