+336.9%
CCEP vs KIM
+63.0%
+273.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | +11.0% | +13.4% | -2.4% | +6.1% |
| 3M | +9.2% | +6.5% | +2.7% | +6.7% |
| 6M | +27.2% | +10.6% | +16.6% | +22.6% |
| YTD | +30.3% | +29.9% | +0.4% | +18.6% |
| 1Y | +28.7% | +29.6% | -0.9% | +17.2% |
| 3Y | +109.4% | +64.1% | +45.4% | +71.6% |
| 5Y | +144.1% | +35.3% | +108.8% | +111.5% |
| All | +336.9% | +63.0% | +273.9% | +201.0% |
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