+120.6%
KRE vs CCEP
+239.6%
-119.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | +0.1% |
| 7D | -1.1% | -3.7% | +2.6% | +0.7% |
| 30D | -3.4% | -2.1% | -1.3% | -2.5% |
| 3M | +3.7% | +7.2% | -3.5% | -0.2% |
| 6M | +14.8% | +3.3% | +11.5% | +12.2% |
| YTD | +14.7% | +15.7% | -1.0% | +5.4% |
| 1Y | +16.0% | +16.6% | -0.5% | +5.9% |
| 3Y | +84.3% | +84.3% | 0.0% | +29.0% |
| 5Y | +30.9% | +109.0% | -78.2% | -16.7% |
| All | +120.6% | +239.6% | -119.0% | +22.8% |
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 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