+140.9%
EWY vs KO
+82.7%
+58.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.2% |
| 7D | +1.2% | -1.1% | +2.3% | +1.3% |
| 30D | +9.3% | +1.6% | +7.7% | +9.1% |
| 3M | +2.4% | +5.8% | -3.3% | +1.7% |
| 6M | +40.3% | +14.3% | +26.0% | +36.4% |
| YTD | +88.0% | +27.3% | +60.7% | +77.9% |
| 1Y | +143.8% | +33.2% | +110.6% | +127.1% |
| 3Y | +217.8% | +64.5% | +153.3% | +168.9% |
| All | +140.9% | +82.7% | +58.2% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling