-10.1%
KHC vs CCEP
+86.4%
-96.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.6% |
| 7D | -1.8% | -3.1% | +1.3% | -0.6% |
| 30D | -1.9% | -2.6% | +0.7% | -0.9% |
| 3M | +14.4% | +14.9% | -0.5% | +8.4% |
| 6M | +8.7% | +2.3% | +6.5% | +7.5% |
| YTD | +7.8% | +17.8% | -10.1% | +0.2% |
| 1Y | -1.5% | +24.2% | -25.7% | -10.6% |
| All | -10.1% | +86.4% | -96.5% | -32.5% |
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 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