-54.1%
KHC vs CCEP
+299.9%
-354.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.2% |
| 7D | -2.0% | +1.7% | -3.7% | -2.6% |
| 30D | +9.7% | +12.7% | -3.0% | +5.4% |
| 3M | -2.0% | +8.5% | -10.5% | -4.7% |
| 6M | +5.4% | +25.6% | -20.1% | -2.3% |
| YTD | +5.9% | +30.9% | -25.0% | -3.6% |
| 1Y | +7.5% | +32.0% | -24.5% | -2.5% |
| 3Y | -12.4% | +110.9% | -123.3% | -32.1% |
| 5Y | -15.8% | +138.5% | -154.3% | -38.1% |
| 10Y | -54.1% | +302.3% | -356.4% | -72.8% |
| All | -54.1% | +299.9% | -354.0% | -72.8% |
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