+535.1%
KO vs EWZ
+446.0%
+89.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -1.1% | +1.1% | -2.2% | -1.3% |
| 30D | +1.6% | +13.5% | -11.9% | -0.8% |
| 3M | +5.8% | +15.2% | -9.5% | +3.0% |
| 6M | +14.3% | +3.7% | +10.6% | +13.1% |
| YTD | +27.3% | +22.5% | +4.8% | +22.1% |
| 1Y | +33.2% | +35.3% | -2.1% | +25.2% |
| 3Y | +64.5% | +50.2% | +14.3% | +50.4% |
| 5Y | +83.1% | +64.6% | +18.5% | +61.8% |
| 10Y | +183.9% | +95.0% | +88.9% | +129.5% |
| All | +535.1% | +446.0% | +89.1% | +292.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling