+99.5%
KEY vs CCEP
+342.1%
-242.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -0.5% | +1.8% | -2.3% | -1.5% |
| 30D | +6.7% | +12.2% | -5.5% | -0.6% |
| 3M | -4.6% | +10.7% | -15.3% | -10.6% |
| 6M | +2.6% | +27.5% | -24.9% | -12.2% |
| YTD | +7.0% | +31.3% | -24.4% | -11.1% |
| 1Y | +23.5% | +29.9% | -6.4% | +3.2% |
| 3Y | +126.4% | +111.1% | +15.3% | +33.6% |
| 5Y | +13.0% | +142.3% | -129.3% | -41.1% |
| 10Y | +99.5% | +335.5% | -236.0% | -13.4% |
| All | +99.5% | +342.1% | -242.6% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling