+463.0%
KGC vs CCEP
+105.1%
+357.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.1% |
| 7D | -1.3% | -3.1% | +1.8% | -0.1% |
| 30D | +20.3% | -2.6% | +22.9% | +21.4% |
| 3M | +8.1% | +14.9% | -6.8% | +2.0% |
| 6M | -8.8% | +2.3% | -11.0% | -9.8% |
| YTD | +10.1% | +17.8% | -7.8% | +3.0% |
| 1Y | +44.2% | +24.2% | +20.0% | +31.6% |
| 3Y | +533.0% | +84.7% | +448.3% | +389.0% |
| All | +463.0% | +105.1% | +357.9% | +300.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling