+108.4%
CCEP vs KMX
-15.8%
+124.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +11.0% | +3.5% | +7.5% | +10.7% |
| 3M | +9.2% | -10.4% | +19.6% | +9.9% |
| 6M | +27.2% | +37.6% | -10.4% | +23.8% |
| YTD | +30.3% | +36.1% | -5.8% | +26.5% |
| 1Y | +28.7% | +52.8% | -24.1% | +23.7% |
| All | +108.4% | -15.8% | +124.2% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling