+212.7%
KEEL vs CCEP
+82.6%
+130.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.4% | -7.2% |
| 7D | +2.7% | -5.7% | +8.4% | +2.9% |
| 30D | +4.6% | -3.4% | +8.0% | +4.6% |
| 3M | -34.5% | +5.5% | -40.0% | -35.2% |
| 6M | +59.3% | +2.2% | +57.0% | +58.0% |
| YTD | +46.4% | +14.6% | +31.7% | +43.1% |
| 1Y | +96.6% | +18.9% | +77.6% | +89.4% |
| All | +212.7% | +82.6% | +130.1% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling