+1,782.5%
KMB vs CCEP
+6,869.6%
-5,087.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.0% |
| 7D | -3.0% | -3.1% | 0.0% | -2.5% |
| 30D | -5.5% | -2.6% | -2.9% | -5.0% |
| 3M | +14.0% | +14.9% | -0.9% | +11.0% |
| 6M | +4.1% | +2.3% | +1.8% | +3.6% |
| YTD | +8.0% | +17.8% | -9.8% | +4.6% |
| 1Y | -13.7% | +24.2% | -38.0% | -17.2% |
| 3Y | -5.9% | +84.7% | -90.7% | -16.4% |
| 5Y | -8.6% | +103.2% | -111.8% | -21.0% |
| 10Y | +17.3% | +257.4% | -240.1% | -10.9% |
| All | +1,782.5% | +6,869.6% | -5,087.1% | +696.4% |
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