-43.1%
KHC vs CCEP
+363.8%
-406.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.4% |
| 7D | -1.8% | -3.1% | +1.3% | -0.8% |
| 30D | -1.9% | -2.6% | +0.7% | -1.1% |
| 3M | +14.4% | +14.9% | -0.5% | +9.2% |
| 6M | +8.7% | +2.3% | +6.5% | +7.6% |
| YTD | +7.8% | +17.8% | -10.1% | +1.6% |
| 1Y | -1.5% | +24.2% | -25.7% | -8.9% |
| 3Y | -9.9% | +84.7% | -94.6% | -27.2% |
| 5Y | -10.7% | +103.2% | -113.9% | -31.1% |
| 10Y | -55.7% | +257.4% | -313.1% | -73.7% |
| All | -43.1% | +363.8% | -406.9% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling