+62.9%
KO vs EWZ
+47.7%
+15.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -1.1% | +1.1% | -2.2% | -1.2% |
| 30D | +1.6% | +13.5% | -11.9% | +0.5% |
| 3M | +5.8% | +15.2% | -9.5% | +4.4% |
| 6M | +14.3% | +3.7% | +10.6% | +13.8% |
| YTD | +27.3% | +22.5% | +4.8% | +24.5% |
| 1Y | +33.2% | +35.3% | -2.1% | +28.7% |
| All | +62.9% | +47.7% | +15.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 3y: compounded portfolio wealth divided by compounded EWZ 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…
3y analysis · Full analysis span regression · 6 months rolling