+108.7%
CCEP vs KMX
-52.4%
+161.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.3% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -1.6% | +4.1% | -5.7% | -2.1% |
| 3M | +11.9% | +27.5% | -15.7% | +8.2% |
| 6M | +7.5% | +43.6% | -36.1% | +1.9% |
| YTD | +18.7% | +56.8% | -38.0% | +10.9% |
| 1Y | +21.4% | -1.3% | +22.7% | +19.8% |
| 3Y | +89.1% | -25.4% | +114.5% | +90.9% |
| 5Y | +108.7% | -53.9% | +162.6% | +129.1% |
| All | +108.7% | -52.4% | +161.1% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling