+83.3%
KRE vs CCEP
+336.4%
-253.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +5.0% | +11.0% | -6.0% | -0.5% |
| 3M | -5.7% | +9.2% | -14.9% | -10.2% |
| 6M | +7.5% | +27.2% | -19.7% | -5.6% |
| YTD | +13.8% | +30.3% | -16.4% | -2.0% |
| 1Y | +20.7% | +28.7% | -8.0% | +4.5% |
| 3Y | +90.1% | +109.4% | -19.3% | +23.2% |
| 5Y | +11.5% | +144.1% | -132.6% | -35.5% |
| All | +83.3% | +336.4% | -253.2% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling