+644.3%
KO vs EFA
+382.5%
+261.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.7% |
| 7D | -1.1% | -2.4% | +1.3% | 0.0% |
| 30D | +1.6% | -2.2% | +3.8% | +2.6% |
| 3M | +5.8% | +5.7% | +0.1% | +2.9% |
| 6M | +14.3% | +8.2% | +6.1% | +9.6% |
| YTD | +27.3% | +11.8% | +15.5% | +20.1% |
| 1Y | +33.2% | +18.3% | +14.9% | +22.2% |
| 3Y | +64.5% | +64.9% | -0.5% | +27.8% |
| 5Y | +83.1% | +52.4% | +30.7% | +46.3% |
| 10Y | +183.9% | +142.4% | +41.5% | +81.9% |
| All | +644.3% | +382.5% | +261.8% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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