+238.1%
CCEP vs KMX
+3.6%
+234.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -3.7% | -1.9% | -1.8% | -3.4% |
| 30D | -2.1% | +2.6% | -4.7% | -2.6% |
| 3M | +7.2% | +25.6% | -18.4% | +2.1% |
| 6M | +3.3% | +41.9% | -38.6% | -4.5% |
| YTD | +15.7% | +56.0% | -40.3% | +4.4% |
| 1Y | +16.6% | -1.8% | +18.3% | +13.9% |
| 3Y | +84.3% | -25.7% | +110.0% | +85.2% |
| 5Y | +109.0% | -54.7% | +163.8% | +129.5% |
| 10Y | +238.1% | +9.2% | +229.0% | +231.9% |
| All | +238.1% | +3.6% | +234.5% | +231.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling