+12.2%
KEY vs CCEP
+148.1%
-135.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -1.3% | +2.6% | -3.8% | -2.3% |
| 30D | +5.1% | +15.1% | -10.0% | -0.8% |
| 3M | -7.1% | +7.3% | -14.4% | -10.0% |
| 6M | -4.4% | +23.4% | -27.8% | -12.8% |
| YTD | +4.0% | +29.4% | -25.4% | -7.8% |
| 1Y | +23.4% | +34.2% | -10.8% | +7.5% |
| 3Y | +113.9% | +108.4% | +5.6% | +44.3% |
| All | +12.2% | +148.1% | -135.9% | -34.4% |
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 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