+695.1%
KKR vs CCEP
+236.5%
+458.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.7% |
| 7D | -8.1% | -5.7% | -2.4% | -5.5% |
| 30D | -9.1% | -3.4% | -5.7% | -7.7% |
| 3M | +6.4% | +5.5% | +0.9% | +3.3% |
| 6M | +12.6% | +2.2% | +10.3% | +10.4% |
| YTD | -20.4% | +14.6% | -35.1% | -26.8% |
| 1Y | -27.1% | +18.9% | -46.0% | -34.2% |
| 3Y | +63.8% | +82.6% | -18.8% | +16.3% |
| 5Y | +67.6% | +107.0% | -39.4% | +10.2% |
| All | +695.1% | +236.5% | +458.6% | +341.2% |
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