+89.1%
CCEP vs KIM
+47.7%
+41.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.6% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -1.6% | -1.7% | +0.1% | -1.2% |
| 3M | +11.9% | -0.8% | +12.7% | +12.1% |
| 6M | +7.5% | +4.4% | +3.1% | +6.4% |
| YTD | +18.7% | +21.2% | -2.5% | +13.8% |
| 1Y | +21.4% | +10.5% | +10.9% | +18.4% |
| 3Y | +89.1% | +47.5% | +41.6% | +77.4% |
| All | +89.1% | +47.7% | +41.4% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling