+679.2%
KO vs VWO
+317.6%
+361.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | -1.1% | -1.7% | +0.6% | -0.6% |
| 30D | +1.6% | -0.3% | +1.9% | +1.6% |
| 3M | +5.8% | +4.0% | +1.8% | +4.2% |
| 6M | +14.3% | +8.1% | +6.2% | +10.8% |
| YTD | +27.3% | +11.6% | +15.7% | +22.0% |
| 1Y | +33.2% | +16.2% | +16.9% | +25.6% |
| 3Y | +64.5% | +63.3% | +1.2% | +37.1% |
| 5Y | +83.1% | +33.4% | +49.8% | +62.0% |
| 10Y | +183.9% | +113.3% | +70.6% | +109.9% |
| All | +679.2% | +317.6% | +361.6% | +307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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