-6.5%
FXI vs KEYS
+87.1%
-93.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.6% |
| 7D | -3.9% | +3.5% | -7.4% | -4.7% |
| 30D | -2.1% | -4.5% | +2.4% | -1.1% |
| 3M | -0.5% | -0.4% | -0.1% | -1.3% |
| 6M | -4.5% | +19.1% | -23.7% | -10.2% |
| YTD | -9.2% | +66.7% | -75.9% | -23.7% |
| 1Y | -13.8% | +96.5% | -110.2% | -31.6% |
| 3Y | +36.6% | +155.2% | -118.6% | -3.9% |
| All | -6.5% | +87.1% | -93.6% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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