+8,350.7%
CCEP vs KIM
+3,058.9%
+5,291.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -2.6% | -4.0% | +1.4% | -1.6% |
| 3M | +14.9% | +0.5% | +14.4% | +14.7% |
| 6M | +2.3% | +3.6% | -1.4% | +1.3% |
| YTD | +17.8% | +20.4% | -2.6% | +12.2% |
| 1Y | +24.2% | +9.7% | +14.5% | +21.1% |
| 3Y | +84.7% | +46.0% | +38.7% | +64.9% |
| 5Y | +103.2% | +34.4% | +68.8% | +83.8% |
| 10Y | +257.4% | +29.3% | +228.1% | +204.5% |
| All | +8,350.7% | +3,058.9% | +5,291.8% | +3,423.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling