+31.7%
KRE vs CELH
-10.8%
+42.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | -1.8% | -11.2% | +9.4% | -0.7% |
| 30D | -4.5% | -1.4% | -3.0% | -4.5% |
| 3M | +2.7% | -4.2% | +6.9% | +2.5% |
| 6M | +16.9% | -40.5% | +57.3% | +21.7% |
| YTD | +15.4% | -40.5% | +55.8% | +19.8% |
| 1Y | +16.1% | -53.0% | +69.1% | +22.6% |
| 3Y | +85.7% | -59.1% | +144.8% | +93.4% |
| All | +31.7% | -10.8% | +42.5% | +15.6% |
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