-8.4%
FXI vs KEY
+13.1%
-21.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -4.2% | +2.9% | -7.1% | -4.7% |
| 30D | -1.1% | +8.4% | -9.6% | -2.6% |
| 3M | -4.0% | -5.8% | +1.8% | -3.0% |
| 6M | -11.8% | +5.4% | -17.3% | -12.9% |
| YTD | -11.9% | +7.1% | -19.0% | -13.3% |
| 1Y | -16.1% | +26.8% | -42.9% | -20.0% |
| 3Y | +38.8% | +128.7% | -89.9% | +16.1% |
| All | -8.4% | +13.1% | -21.5% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling