+19.7%
FXI vs KEYS
+1,067.2%
-1,047.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -2.8% | +0.9% | -3.7% | -3.1% |
| 30D | -3.7% | -5.3% | +1.6% | -2.3% |
| 3M | -0.4% | +0.5% | -0.9% | -1.8% |
| 6M | -5.4% | +14.0% | -19.5% | -10.9% |
| YTD | -9.6% | +60.3% | -69.9% | -25.1% |
| 1Y | -11.9% | +91.3% | -103.2% | -31.8% |
| 3Y | +37.8% | +146.1% | -108.3% | -5.3% |
| 5Y | -7.0% | +80.8% | -87.8% | -30.4% |
| 10Y | +14.3% | +1,002.8% | -988.4% | -58.9% |
| All | +19.7% | +1,067.2% | -1,047.5% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling