+14.2%
FXI vs KEY
+171.1%
-156.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.8% | -1.8% | -1.0% | -2.4% |
| 30D | -3.7% | -3.3% | -0.4% | -3.1% |
| 3M | -0.4% | -0.2% | -0.2% | -0.5% |
| 6M | -5.4% | +12.1% | -17.5% | -7.8% |
| YTD | -9.6% | +8.4% | -18.0% | -11.4% |
| 1Y | -11.9% | +17.6% | -29.6% | -15.2% |
| 3Y | +37.8% | +123.3% | -85.5% | +13.4% |
| 5Y | -7.0% | +39.5% | -46.6% | -18.2% |
| All | +14.2% | +171.1% | -156.9% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling