-57.7%
KORU vs CCEP
+533.4%
-591.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -6.8% |
| 7D | +11.1% | +2.1% | +9.0% | +9.0% |
| 30D | -40.6% | +10.6% | -51.2% | -48.2% |
| 3M | -63.9% | +10.3% | -74.2% | -69.4% |
| 6M | -82.8% | +31.1% | -113.9% | -88.9% |
| YTD | -15.4% | +32.1% | -47.5% | -44.3% |
| 1Y | -3.3% | +32.8% | -36.1% | -36.9% |
| 3Y | +136.2% | +111.3% | +24.8% | -13.2% |
| 5Y | -36.7% | +147.5% | -184.2% | -79.6% |
| 10Y | -22.9% | +338.1% | -361.0% | -85.8% |
| All | -57.7% | +533.4% | -591.1% | -95.2% |
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