+149.7%
KORU vs CCEP
+110.9%
+38.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -5.0% |
| 7D | +24.3% | -0.3% | +24.7% | +24.3% |
| 30D | -44.8% | +11.0% | -55.8% | -45.0% |
| 3M | -60.0% | +9.2% | -69.2% | -60.2% |
| 6M | -78.7% | +27.2% | -105.9% | -81.2% |
| YTD | -10.6% | +30.3% | -40.8% | -17.5% |
| 1Y | -3.8% | +28.7% | -32.5% | -10.7% |
| All | +149.7% | +110.9% | +38.8% | +70.6% |
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 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