+36.8%
CCEP vs KMX
+35.0%
+1.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +3.6% |
| 7D | +4.2% | +2.1% | +2.1% | +4.1% |
| 30D | +14.2% | +0.5% | +13.7% | +14.0% |
| 3M | +9.1% | -4.1% | +13.3% | +9.2% |
| 6M | +26.9% | +49.5% | -22.7% | +23.5% |
| YTD | +29.1% | +42.7% | -13.6% | +26.2% |
| 1Y | +36.8% | +35.3% | +1.5% | +33.7% |
| All | +36.8% | +35.0% | +1.8% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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