+825.4%
KO vs EWJ
+151.8%
+673.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -1.1% | -1.5% | +0.4% | -0.7% |
| 30D | +1.6% | +0.2% | +1.4% | +1.5% |
| 3M | +5.8% | +8.6% | -2.8% | +2.9% |
| 6M | +14.3% | +12.1% | +2.1% | +9.8% |
| YTD | +27.3% | +20.1% | +7.2% | +19.6% |
| 1Y | +33.2% | +25.2% | +8.0% | +23.3% |
| 3Y | +64.5% | +70.8% | -6.3% | +36.8% |
| 5Y | +83.1% | +49.2% | +33.9% | +57.9% |
| 10Y | +183.9% | +138.6% | +45.3% | +112.4% |
| All | +825.4% | +151.8% | +673.5% | +493.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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