-22.5%
KWEB vs CCEP
+236.1%
-258.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -5.6% | -2.8% | -2.7% | -4.7% |
| 30D | -10.7% | -4.0% | -6.7% | -9.6% |
| 3M | -7.4% | +5.2% | -12.6% | -9.1% |
| 6M | -19.3% | +2.7% | -22.0% | -20.3% |
| YTD | -27.8% | +14.5% | -42.3% | -31.3% |
| 1Y | -35.9% | +17.2% | -53.1% | -39.7% |
| 3Y | -1.9% | +79.3% | -81.3% | -20.5% |
| 5Y | -43.2% | +106.8% | -149.9% | -56.7% |
| All | -22.5% | +236.1% | -258.7% | -49.1% |
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