+149.4%
KEYS vs CCEP
+84.3%
+65.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | -0.3% |
| 7D | +2.9% | -3.7% | +6.6% | +3.5% |
| 30D | -1.3% | -2.1% | +0.8% | -1.1% |
| 3M | -0.1% | +7.2% | -7.3% | -2.3% |
| 6M | +17.4% | +3.3% | +14.1% | +15.6% |
| YTD | +62.9% | +15.7% | +47.2% | +56.9% |
| 1Y | +95.7% | +16.6% | +79.2% | +88.0% |
| All | +149.4% | +84.3% | +65.1% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling