+20.3%
FXI vs KEY
+109.2%
-88.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +3.7% | +0.5% | +3.2% | +3.5% |
| 30D | +0.5% | +6.9% | -6.4% | -0.9% |
| 3M | -5.7% | -5.0% | -0.7% | -4.8% |
| 6M | -6.9% | +0.7% | -7.6% | -7.3% |
| YTD | -9.5% | +6.5% | -15.9% | -11.0% |
| 1Y | -14.0% | +22.6% | -36.6% | -18.0% |
| 3Y | +44.5% | +125.3% | -80.8% | +18.8% |
| 5Y | -2.8% | +13.9% | -16.7% | -10.5% |
| 10Y | +20.3% | +105.3% | -85.0% | -4.8% |
| All | +20.3% | +109.2% | -88.8% | -4.8% |
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