+1,250.3%
EWY vs KO
+590.6%
+659.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +6.7% | -0.8% | +7.4% | +7.1% |
| 30D | +17.0% | +0.8% | +16.2% | +16.2% |
| 3M | +3.7% | +8.3% | -4.7% | -2.3% |
| 6M | +42.5% | +14.0% | +28.5% | +29.6% |
| YTD | +96.2% | +26.9% | +69.3% | +68.0% |
| 1Y | +160.4% | +32.7% | +127.7% | +116.0% |
| 3Y | +231.7% | +63.9% | +167.7% | +139.0% |
| 5Y | +153.3% | +81.7% | +71.6% | +69.5% |
| 10Y | +308.8% | +183.0% | +125.8% | +103.3% |
| All | +1,250.3% | +590.6% | +659.8% | +349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling