+4.7%
FXI vs KEEL
+280.1%
-275.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.7% | -0.3% |
| 7D | -2.8% | +2.7% | -5.5% | -2.9% |
| 30D | -3.7% | +4.6% | -8.2% | -4.1% |
| 3M | -0.4% | -34.5% | +34.1% | +0.7% |
| 6M | -5.4% | +59.3% | -64.7% | -8.5% |
| YTD | -9.6% | +46.4% | -56.0% | -12.6% |
| 1Y | -11.9% | +96.6% | -108.5% | -16.7% |
| 3Y | +37.8% | +182.0% | -144.1% | +24.2% |
| 5Y | -7.0% | -38.2% | +31.2% | -15.6% |
| All | +4.7% | +280.1% | -275.4% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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