+14.5%
KEY vs CCEP
+147.2%
-132.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | +2.9% | +2.1% | +0.8% | +2.1% |
| 30D | +8.4% | +10.6% | -2.1% | +4.0% |
| 3M | -5.8% | +10.3% | -16.1% | -9.7% |
| 6M | +5.4% | +31.1% | -25.6% | -6.3% |
| YTD | +7.1% | +32.1% | -25.1% | -6.1% |
| 1Y | +26.8% | +32.8% | -6.0% | +10.9% |
| 3Y | +128.7% | +111.3% | +17.4% | +52.5% |
| All | +14.5% | +147.2% | -132.7% | -33.5% |
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