+1,058.3%
KEYS vs CCEP
+391.9%
+666.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +2.4% |
| 7D | +2.3% | -3.1% | +5.3% | +3.3% |
| 30D | -2.6% | -2.6% | 0.0% | -1.9% |
| 3M | -4.6% | +14.9% | -19.6% | -9.7% |
| 6M | +8.7% | +2.3% | +6.5% | +7.1% |
| YTD | +61.0% | +17.8% | +43.2% | +50.9% |
| 1Y | +96.0% | +24.2% | +71.8% | +79.9% |
| 3Y | +144.4% | +84.7% | +59.7% | +92.8% |
| 5Y | +80.5% | +103.2% | -22.7% | +35.6% |
| 10Y | +974.9% | +257.4% | +717.6% | +553.5% |
| All | +1,058.3% | +391.9% | +666.4% | +526.1% |
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