+129.5%
KMI vs CCEP
+236.1%
-106.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.7% | -2.8% | +1.1% | -0.7% |
| 30D | -2.7% | -4.0% | +1.3% | -1.3% |
| 3M | -0.7% | +5.2% | -5.9% | -3.0% |
| 6M | -5.0% | +2.7% | -7.7% | -6.6% |
| YTD | +15.5% | +14.5% | +0.9% | +8.5% |
| 1Y | +16.4% | +17.2% | -0.7% | +8.2% |
| 3Y | +114.2% | +79.3% | +34.8% | +65.8% |
| 5Y | +153.3% | +106.8% | +46.5% | +80.7% |
| All | +129.5% | +236.1% | -106.6% | +39.1% |
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 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