+315.8%
KGC vs CCEP
+113.9%
+201.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | -6.7% | +2.1% | -8.8% | -7.4% |
| 30D | -6.7% | +10.6% | -17.2% | -10.1% |
| 3M | -22.6% | +10.3% | -32.9% | -25.5% |
| 6M | -33.4% | +31.1% | -64.5% | -40.5% |
| YTD | -26.0% | +32.1% | -58.1% | -33.4% |
| 1Y | -18.3% | +32.8% | -51.1% | -26.7% |
| 3Y | +315.8% | +111.3% | +204.5% | +203.1% |
| All | +315.8% | +113.9% | +201.9% | +203.1% |
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 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