+1,007.5%
KEY vs CCEP
+7,553.0%
-6,545.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.6% |
| YTD | +4.0% | +29.4% | -25.4% | -7.3% |
| 1Y | +23.4% | +34.2% | -10.8% | +8.3% |
| 3Y | +113.9% | +108.4% | +5.6% | +54.8% |
| 5Y | +12.3% | +147.3% | -134.9% | -24.9% |
| 10Y | +125.5% | +301.3% | -175.9% | +25.6% |
| All | +1,007.5% | +7,553.0% | -6,545.5% | +150.3% |
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