-12.6%
KHC vs CCEP
+109.7%
-122.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | +1.1% | +2.6% | -1.5% | 0.0% |
| 30D | +12.0% | +15.1% | -3.2% | +6.0% |
| 3M | +0.2% | +7.3% | -7.1% | -2.7% |
| 6M | +10.3% | +23.4% | -13.1% | +1.6% |
| YTD | +6.7% | +29.4% | -22.7% | -4.3% |
| 1Y | +10.9% | +34.2% | -23.4% | -2.2% |
| 3Y | -12.6% | +108.4% | -121.0% | -34.1% |
| All | -12.6% | +109.7% | -122.4% | -34.1% |
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