+143.0%
KRE vs CELH
+245.5%
-102.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.0% |
| 7D | -1.1% | -11.7% | +10.6% | -0.8% |
| 30D | -3.4% | +1.6% | -5.0% | -3.5% |
| 3M | +3.7% | -2.0% | +5.7% | +3.6% |
| 6M | +14.8% | -36.2% | +50.9% | +15.7% |
| YTD | +14.7% | -39.6% | +54.2% | +15.6% |
| 1Y | +16.0% | -50.7% | +66.7% | +17.4% |
| 3Y | +84.3% | -58.9% | +143.1% | +85.8% |
| 5Y | +30.9% | -5.4% | +36.3% | +28.6% |
| 10Y | +122.0% | +3,848.6% | -3,726.6% | +103.9% |
| All | +143.0% | +245.5% | -102.5% | +99.3% |
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 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