+492.0%
KO vs VEA
+163.7%
+328.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.9% |
| 7D | -1.1% | -2.1% | +1.0% | -0.2% |
| 30D | +1.6% | -1.1% | +2.6% | +2.0% |
| 3M | +5.8% | +5.1% | +0.7% | +3.0% |
| 6M | +14.3% | +9.8% | +4.5% | +8.5% |
| YTD | +27.3% | +15.9% | +11.4% | +17.6% |
| 1Y | +33.2% | +24.6% | +8.6% | +18.7% |
| 3Y | +64.5% | +75.5% | -11.1% | +23.1% |
| 5Y | +83.1% | +59.4% | +23.7% | +42.2% |
| 10Y | +183.9% | +160.3% | +23.6% | +73.1% |
| All | +492.0% | +163.7% | +328.3% | +213.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling