+111.8%
KMI vs CCEP
+739.0%
-627.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.5% |
| 7D | -0.5% | -3.1% | +2.6% | +0.6% |
| 30D | +0.9% | -2.6% | +3.5% | +1.8% |
| 3M | 0.0% | +14.9% | -15.0% | -5.6% |
| 6M | -5.7% | +2.3% | -8.0% | -7.2% |
| YTD | +17.5% | +17.8% | -0.4% | +9.2% |
| 1Y | +22.3% | +24.2% | -1.9% | +11.0% |
| 3Y | +111.9% | +84.7% | +27.2% | +62.6% |
| 5Y | +151.8% | +103.2% | +48.7% | +81.8% |
| 10Y | +138.7% | +257.4% | -118.7% | +32.4% |
| All | +111.8% | +739.0% | -627.2% | -19.6% |
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