+20.7%
FXI vs KEY
+96.2%
-75.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | -0.6% | +6.7% | -7.4% | -2.0% |
| 3M | -4.9% | -4.6% | -0.3% | -4.1% |
| 6M | -8.8% | +2.6% | -11.4% | -9.5% |
| YTD | -10.7% | +7.0% | -17.7% | -12.4% |
| 1Y | -15.2% | +23.5% | -38.7% | -19.3% |
| 3Y | +42.5% | +126.4% | -83.9% | +17.0% |
| 5Y | -7.8% | +13.0% | -20.9% | -15.0% |
| All | +20.7% | +96.2% | -75.5% | -7.1% |
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