+107.2%
CCEP vs KIM
+34.4%
+72.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -2.6% | -4.0% | +1.4% | -1.2% |
| 3M | +14.9% | +0.5% | +14.4% | +14.6% |
| 6M | +2.3% | +3.6% | -1.4% | +0.9% |
| YTD | +17.8% | +20.4% | -2.6% | +10.5% |
| 1Y | +24.2% | +9.7% | +14.5% | +20.1% |
| 3Y | +84.7% | +46.0% | +38.7% | +57.3% |
| All | +107.2% | +34.4% | +72.8% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling