+14.2%
FXI vs KGC
+692.5%
-678.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.1% |
| 7D | -2.8% | -8.4% | +5.6% | -1.8% |
| 30D | -3.7% | +6.3% | -10.0% | -4.5% |
| 3M | -0.4% | +22.4% | -22.8% | -3.2% |
| 6M | -5.4% | -11.4% | +6.0% | -4.7% |
| YTD | -9.6% | +3.1% | -12.8% | -10.9% |
| 1Y | -11.9% | +26.6% | -38.5% | -15.6% |
| 3Y | +37.8% | +525.6% | -487.7% | +7.9% |
| 5Y | -7.0% | +451.7% | -458.7% | -27.7% |
| All | +14.2% | +692.5% | -678.3% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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