+28.3%
KLAC vs CELH
-34.7%
+63.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -3.7% |
| 7D | +6.2% | -11.7% | +17.8% | +5.1% |
| 30D | -5.0% | +1.6% | -6.6% | -4.9% |
| 3M | -14.4% | -2.0% | -12.5% | -14.7% |
| 6M | +28.3% | -36.2% | +64.5% | +37.3% |
| All | +28.3% | -34.7% | +63.0% | +37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling