+19.2%
FXI vs KIM
+63.6%
-44.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -1.1% | +14.1% | -15.2% | -3.7% |
| 3M | -4.0% | +6.0% | -10.0% | -5.1% |
| 6M | -11.8% | +13.2% | -25.1% | -14.1% |
| YTD | -11.9% | +30.4% | -42.3% | -16.6% |
| 1Y | -16.1% | +31.0% | -47.2% | -20.7% |
| 3Y | +38.8% | +67.6% | -28.8% | +24.0% |
| 5Y | -9.1% | +35.8% | -44.8% | -16.2% |
| All | +19.2% | +63.6% | -44.4% | -1.3% |
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