+14.7%
KMB vs CCEP
+237.8%
-223.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.4% |
| 7D | -8.6% | -3.7% | -4.9% | -7.7% |
| 30D | -7.5% | -2.1% | -5.4% | -7.0% |
| 3M | -0.6% | +7.2% | -7.8% | -2.4% |
| 6M | -1.5% | +3.3% | -4.8% | -2.5% |
| YTD | +1.6% | +15.7% | -14.1% | -2.2% |
| 1Y | -20.8% | +16.6% | -37.3% | -23.8% |
| 3Y | -12.4% | +84.3% | -96.7% | -24.6% |
| 5Y | -12.9% | +109.0% | -122.0% | -28.1% |
| 10Y | +14.7% | +238.1% | -223.4% | -18.7% |
| All | +14.7% | +237.8% | -223.1% | -18.7% |
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