+1,825.4%
CCEP vs KMX
+475.4%
+1,350.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.2% |
| 7D | -3.1% | +1.9% | -5.0% | -3.3% |
| 30D | -2.6% | +11.7% | -14.3% | -4.0% |
| 3M | +14.9% | +34.9% | -20.0% | +10.3% |
| 6M | +2.3% | +50.3% | -48.0% | -3.5% |
| YTD | +17.8% | +63.8% | -45.9% | +9.7% |
| 1Y | +24.2% | +3.8% | +20.4% | +21.2% |
| 3Y | +84.7% | -24.3% | +109.0% | +84.5% |
| 5Y | +103.2% | -50.2% | +153.4% | +109.5% |
| 10Y | +257.4% | +5.4% | +252.0% | +231.1% |
| All | +1,825.4% | +475.4% | +1,350.1% | +1,261.2% |
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