+108.4%
CCEP vs KIM
+57.8%
+50.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +2.6% | +4.1% | -1.5% | +1.4% |
| 30D | +15.1% | +16.8% | -1.7% | +10.4% |
| 3M | +7.3% | +5.7% | +1.6% | +5.5% |
| 6M | +23.4% | +9.7% | +13.7% | +20.3% |
| YTD | +29.4% | +30.2% | -0.8% | +21.6% |
| 1Y | +34.2% | +32.1% | +2.1% | +25.8% |
| 3Y | +108.4% | +58.6% | +49.8% | +90.2% |
| All | +108.4% | +57.8% | +50.5% | +90.2% |
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