+302.3%
CCEP vs KIM
+65.6%
+236.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | +1.7% | +2.8% | -1.2% | +0.7% |
| 30D | +12.7% | +16.3% | -3.6% | +6.7% |
| 3M | +8.5% | +6.6% | +1.9% | +6.0% |
| 6M | +25.6% | +12.3% | +13.3% | +20.4% |
| YTD | +30.9% | +31.6% | -0.6% | +18.6% |
| 1Y | +32.0% | +31.5% | +0.5% | +19.5% |
| 3Y | +110.9% | +68.0% | +42.9% | +71.4% |
| 5Y | +138.5% | +38.7% | +99.8% | +104.9% |
| 10Y | +302.3% | +65.7% | +236.6% | +165.9% |
| All | +302.3% | +65.6% | +236.7% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling