+433.3%
KLAC vs CELH
-10.8%
+444.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.3% | +1.5% |
| 7D | -2.7% | -11.2% | +8.5% | -0.5% |
| 30D | -13.2% | -1.4% | -11.7% | -13.3% |
| 3M | -25.0% | -4.2% | -20.9% | -25.8% |
| 6M | +23.6% | -40.5% | +64.1% | +34.0% |
| YTD | +49.2% | -40.5% | +89.7% | +61.2% |
| 1Y | +89.3% | -53.0% | +142.3% | +112.3% |
| 3Y | +274.4% | -59.1% | +333.4% | +303.7% |
| All | +433.3% | -10.8% | +444.1% | +283.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling