+32.2%
CCEP vs KIM
+31.8%
+0.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.6% |
| 7D | +1.7% | +2.8% | -1.2% | +0.1% |
| 30D | +12.7% | +16.3% | -3.6% | +3.6% |
| 3M | +8.5% | +6.6% | +1.9% | +4.3% |
| 6M | +25.6% | +12.3% | +13.3% | +16.8% |
| YTD | +30.9% | +31.6% | -0.6% | +14.2% |
| All | +32.2% | +31.8% | +0.4% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling