+18.9%
CCEP vs KMX
-0.2%
+19.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -5.7% | -3.4% | -2.4% | -5.6% |
| 30D | -3.4% | +4.0% | -7.4% | -3.6% |
| 3M | +5.5% | +24.8% | -19.3% | +4.2% |
| 6M | +2.2% | +43.6% | -41.4% | -0.1% |
| YTD | +14.6% | +56.6% | -42.0% | +11.7% |
| 1Y | +18.9% | +2.2% | +16.7% | +15.3% |
| All | +18.9% | -0.2% | +19.1% | +15.3% |
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