+2,028.8%
CCEP vs KMX
+378.0%
+1,650.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +11.0% | +3.5% | +7.5% | +10.4% |
| 3M | +9.2% | -10.4% | +19.6% | +10.5% |
| 6M | +27.2% | +37.6% | -10.4% | +21.5% |
| YTD | +30.3% | +36.1% | -5.8% | +23.9% |
| 1Y | +28.7% | +52.8% | -24.1% | +20.4% |
| 3Y | +109.4% | -17.0% | +126.4% | +106.6% |
| 5Y | +144.1% | -64.7% | +208.7% | +162.7% |
| 10Y | +332.0% | -4.0% | +336.0% | +305.5% |
| All | +2,028.8% | +378.0% | +1,650.8% | +1,437.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling