+208.6%
FXI vs KIM
+182.6%
+26.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +3.7% | +2.8% | +0.9% | +2.7% |
| 30D | +0.5% | +15.9% | -15.4% | -4.7% |
| 3M | -5.7% | +7.8% | -13.5% | -8.3% |
| 6M | -6.9% | +11.9% | -18.8% | -10.9% |
| YTD | -9.5% | +31.0% | -40.5% | -18.3% |
| 1Y | -14.0% | +32.3% | -46.4% | -22.7% |
| 3Y | +44.5% | +65.5% | -20.9% | +17.8% |
| 5Y | -2.8% | +37.2% | -40.0% | -16.9% |
| 10Y | +20.3% | +63.9% | -43.6% | -16.3% |
| All | +208.6% | +182.6% | +26.0% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling