+6,792.4%
KLAC vs CELH
+232.9%
+6,559.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.5% | -3.0% |
| 7D | +2.5% | -15.8% | +18.2% | +3.0% |
| 30D | -11.5% | -5.2% | -6.3% | -11.4% |
| 3M | -16.9% | -6.1% | -10.8% | -17.0% |
| 6M | +22.2% | -40.9% | +63.1% | +23.7% |
| YTD | +46.4% | -41.8% | +88.1% | +48.1% |
| 1Y | +91.0% | -52.6% | +143.6% | +94.2% |
| 3Y | +264.6% | -60.4% | +324.9% | +269.3% |
| 5Y | +430.6% | -12.6% | +443.2% | +422.5% |
| 10Y | +2,889.3% | +3,704.3% | -815.0% | +2,684.9% |
| All | +6,792.4% | +232.9% | +6,559.5% | +6,065.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling