+953.7%
KEYS vs CCEP
+451.4%
+502.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.6% |
| 7D | +9.4% | +2.1% | +7.3% | +8.7% |
| 30D | -16.8% | +10.6% | -27.3% | -19.7% |
| 3M | -15.9% | +10.3% | -26.2% | -19.1% |
| 6M | -17.6% | +31.1% | -48.7% | -25.7% |
| YTD | +46.5% | +32.1% | +14.4% | +31.6% |
| 1Y | +66.9% | +32.8% | +34.1% | +49.6% |
| 3Y | +141.4% | +111.3% | +30.0% | +81.4% |
| 5Y | +59.5% | +147.5% | -88.0% | +12.1% |
| 10Y | +761.1% | +338.1% | +423.0% | +389.3% |
| All | +953.7% | +451.4% | +502.3% | +445.9% |
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