+41.2%
KEY vs CCEP
+105.1%
-63.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.5% |
| 7D | +2.2% | -3.1% | +5.3% | +3.5% |
| 30D | -3.0% | -2.6% | -0.4% | -2.1% |
| 3M | +3.3% | +14.9% | -11.6% | -2.7% |
| 6M | +9.2% | +2.3% | +6.9% | +7.6% |
| YTD | +10.6% | +17.8% | -7.2% | +2.2% |
| 1Y | +20.4% | +24.2% | -3.8% | +8.2% |
| 3Y | +121.8% | +84.7% | +37.1% | +59.2% |
| All | +41.2% | +105.1% | -63.9% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling