+312.2%
KEEL vs CCEP
+139.2%
+173.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.7% | +7.2% |
| 7D | +21.5% | -1.0% | +22.5% | +22.0% |
| 30D | -3.9% | -1.6% | -2.3% | -3.5% |
| 3M | -34.1% | +11.9% | -46.0% | -38.0% |
| 6M | +82.8% | +7.5% | +75.4% | +74.9% |
| YTD | +58.7% | +18.7% | +40.0% | +44.3% |
| 1Y | +191.4% | +21.4% | +170.0% | +159.7% |
| 3Y | +205.7% | +89.1% | +116.6% | +112.2% |
| 5Y | -37.0% | +108.7% | -145.7% | -58.3% |
| All | +312.2% | +139.2% | +173.0% | +168.2% |
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