+1,278.3%
KDP vs CCEP
+1,559.6%
-281.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +2.2% | +2.6% | -0.4% | +1.4% |
| 30D | +19.9% | +15.1% | +4.8% | +14.1% |
| 3M | +21.5% | +7.3% | +14.2% | +18.5% |
| 6M | +30.1% | +23.4% | +6.7% | +20.6% |
| YTD | +34.9% | +29.4% | +5.5% | +22.6% |
| 1Y | +43.4% | +34.2% | +9.1% | +28.5% |
| 3Y | +29.1% | +108.4% | -79.3% | -1.8% |
| 5Y | +15.0% | +147.3% | -132.3% | -19.1% |
| 10Y | +234.1% | +301.3% | -67.3% | +83.5% |
| All | +1,278.3% | +1,559.6% | -281.2% | +282.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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