-55.4%
KHC vs CCEP
+244.1%
-299.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -2.2% | -1.0% | -1.2% | -1.9% |
| 30D | -0.1% | -1.6% | +1.5% | +0.4% |
| 3M | +8.3% | +11.9% | -3.5% | +4.4% |
| 6M | +5.0% | +7.5% | -2.5% | +2.3% |
| YTD | +8.0% | +18.7% | -10.7% | +1.5% |
| 1Y | -1.1% | +21.4% | -22.5% | -7.8% |
| 3Y | -10.7% | +89.1% | -99.8% | -28.3% |
| 5Y | -13.5% | +108.7% | -122.2% | -33.8% |
| 10Y | -55.4% | +241.0% | -296.4% | -72.6% |
| All | -55.4% | +244.1% | -299.5% | -72.6% |
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