+213.4%
FXI vs KEY
+38.4%
+175.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | +5.7% | -1.3% | +6.9% | +6.0% |
| 30D | +4.6% | +5.1% | -0.6% | +3.1% |
| 3M | -2.8% | -7.1% | +4.3% | -1.0% |
| 6M | -6.1% | -4.4% | -1.7% | -5.3% |
| YTD | -8.0% | +4.0% | -12.1% | -9.6% |
| 1Y | -11.3% | +23.4% | -34.7% | -17.0% |
| 3Y | +42.6% | +113.9% | -71.3% | +11.0% |
| 5Y | -0.1% | +12.3% | -12.4% | -11.4% |
| 10Y | +22.7% | +125.5% | -102.7% | -21.0% |
| All | +213.4% | +38.4% | +175.1% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling