+1,117.5%
KDP vs CCEP
+1,411.4%
-293.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.2% |
| 7D | +1.3% | -3.1% | +4.3% | +2.4% |
| 30D | +6.0% | -2.6% | +8.6% | +7.0% |
| 3M | +9.2% | +14.9% | -5.7% | +3.9% |
| 6M | +14.7% | +2.3% | +12.4% | +13.6% |
| YTD | +19.2% | +17.8% | +1.3% | +12.0% |
| 1Y | +15.2% | +24.2% | -9.0% | +6.0% |
| 3Y | +6.0% | +84.7% | -78.8% | -15.8% |
| 5Y | +5.4% | +103.2% | -97.8% | -20.5% |
| 10Y | +171.9% | +257.4% | -85.5% | +55.7% |
| All | +1,117.5% | +1,411.4% | -293.9% | +249.0% |
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