+164.3%
EWY vs KO
+31.0%
+133.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.0% |
| 7D | +4.8% | -1.8% | +6.6% | +3.4% |
| 30D | +11.7% | +1.4% | +10.2% | +13.1% |
| 3M | -7.4% | +15.4% | -22.8% | +1.5% |
| 6M | +40.6% | +14.3% | +26.3% | +52.6% |
| YTD | +94.3% | +27.7% | +66.6% | +125.8% |
| 1Y | +164.3% | +32.7% | +131.6% | +225.1% |
| All | +164.3% | +31.0% | +133.2% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 1y: compounded portfolio wealth divided by compounded KO 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…
1y analysis · Full analysis span regression · 6 months rolling