+502.1%
KORU vs CCEP
+84.3%
+417.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.1% |
| 7D | +20.1% | -3.7% | +23.8% | +21.0% |
| 30D | +47.5% | -2.1% | +49.6% | +47.3% |
| 3M | -30.1% | +7.2% | -37.2% | -34.9% |
| 6M | +20.1% | +3.3% | +16.9% | +13.7% |
| YTD | +166.6% | +15.7% | +150.9% | +142.8% |
| 1Y | +458.9% | +16.6% | +442.4% | +399.8% |
| All | +502.1% | +84.3% | +417.9% | +221.8% |
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