+33.3%
KNX vs CCEP
+113.9%
-80.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +3.2% |
| 7D | +9.2% | +2.1% | +7.1% | +9.0% |
| 30D | +0.9% | +10.6% | -9.7% | -0.3% |
| 3M | -12.7% | +10.3% | -23.0% | -13.8% |
| 6M | +7.3% | +31.1% | -23.8% | +3.1% |
| YTD | +23.1% | +32.1% | -9.0% | +18.7% |
| 1Y | +47.1% | +32.8% | +14.2% | +41.7% |
| 3Y | +33.3% | +111.3% | -78.1% | +21.5% |
| All | +33.3% | +113.9% | -80.6% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling