+610.7%
KGC vs CCEP
+339.9%
+270.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +0.2% | +1.8% | -1.5% | 0.0% |
| 30D | -8.8% | +12.2% | -21.0% | -10.2% |
| 3M | -21.1% | +10.7% | -31.7% | -22.2% |
| 6M | -32.3% | +27.5% | -59.8% | -34.5% |
| YTD | -23.5% | +31.3% | -54.8% | -26.1% |
| 1Y | -15.0% | +29.9% | -44.9% | -17.8% |
| 3Y | +327.5% | +111.1% | +216.4% | +294.3% |
| 5Y | +244.3% | +142.3% | +101.9% | +212.1% |
| All | +610.7% | +339.9% | +270.7% | +611.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling