+14.2%
FXI vs KIM
+33.1%
-18.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.8% | -1.5% | -1.3% | -2.5% |
| 30D | -3.7% | -1.7% | -2.0% | -3.4% |
| 3M | -0.4% | -7.1% | +6.7% | +0.9% |
| 6M | -5.4% | +2.9% | -8.3% | -6.1% |
| YTD | -9.6% | +18.8% | -28.5% | -12.9% |
| 1Y | -11.9% | +9.4% | -21.3% | -13.8% |
| 3Y | +37.8% | +44.6% | -6.7% | +26.6% |
| 5Y | -7.0% | +37.9% | -45.0% | -14.3% |
| All | +14.2% | +33.1% | -18.9% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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