+62.9%
KO vs VEA
+73.9%
-11.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.5% |
| 7D | -1.1% | -2.1% | +1.0% | -0.9% |
| 30D | +1.6% | -1.1% | +2.6% | +1.7% |
| 3M | +5.8% | +5.1% | +0.7% | +5.0% |
| 6M | +14.3% | +9.8% | +4.5% | +12.0% |
| YTD | +27.3% | +15.9% | +11.4% | +23.3% |
| 1Y | +33.2% | +24.6% | +8.6% | +26.8% |
| All | +62.9% | +73.9% | -11.0% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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