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Feed efficiency has become an increasingly important research topic in recent years. As feed costs rise and the environmental impacts of agriculture become more apparent, improving the efficiency with which dairy cows convert feed to milk is increasingly important. However, feed intake is expensive to measure accurately on large populations, making the inclusion of this trait in breeding programs difficult. Understanding how the genetic parameters of feed efficiency and traits related to feed efficiency vary throughout the lactation period is valuable to gain understanding into the genetic nature of feed efficiency. This study used 121,226 dry matter intake (DMI) records, 120,500 energy-corrected milk (ECM) records, and 98,975 metabolic body weight (MBW) records, collected on 7,440 first-lactation Holstein cows from 6 countries (Canada, Denmark, Germany, Spain, Switzerland, and the United States), from January 2003 to February 2022. Genetic parameters were estimated using a multiple-trait random regression model with a fourth-order Legendre polynomial for all traits. Weekly phenotypes for DMI were re-parameterized using linear regressions of DMI on ECM and MBW, creating a measure of feed efficiency that was genetically corrected for ECM and MBW, referred to as genomic residual feed intake (gRFI). Heritability (SE) estimates varied from 0.15 (0.03) to 0.29 (0.02) for DMI, 0.24 (0.01) to 0.29 (0.03) for ECM, 0.55 (0.03) to 0.83 (0.05) for MBW, and 0.12 (0.03) to 0.22 (0.06) for gRFI. In general, heritability estimates were lower in the first stage of lactation compared with the later stages of lactation. Additive genetic correlations between weeks of lactation varied, with stronger correlations between weeks of lactation that were close together. The results of this study contribute to a better understanding of the change in genetic parameters across the first lactation, providing insight into potential selection strategies to include feed efficiency in breeding programs. [ABSTRACT FROM AUTHOR]