+221.8%
FXI vs KGC
+420.1%
-198.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.9% |
| 7D | +1.0% | -1.3% | +2.3% | +1.2% |
| 30D | -0.6% | +20.3% | -20.8% | -3.5% |
| 3M | +1.9% | +8.1% | -6.2% | +0.1% |
| 6M | -0.2% | -8.8% | +8.6% | +0.2% |
| YTD | -5.6% | +10.1% | -15.6% | -8.4% |
| 1Y | -4.7% | +44.2% | -48.9% | -11.7% |
| 3Y | +38.0% | +533.0% | -495.0% | -0.2% |
| 5Y | -2.7% | +443.0% | -445.7% | -29.4% |
| 10Y | +19.9% | +678.6% | -658.6% | -24.8% |
| All | +221.8% | +420.1% | -198.3% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling