-1.2%
FXI vs KMB
+2.6%
-3.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.1% | -1.1% |
| 7D | +4.4% | +3.4% | +1.0% | +4.0% |
| 30D | +1.2% | +14.7% | -13.5% | -0.1% |
| 3M | -4.2% | +3.3% | -7.5% | -4.6% |
| 6M | -6.2% | +16.8% | -23.0% | -7.9% |
| YTD | -8.8% | +15.2% | -24.0% | -10.3% |
| 1Y | -11.6% | +13.3% | -24.9% | -13.0% |
| 3Y | +45.1% | +5.4% | +39.7% | +43.1% |
| 5Y | -1.2% | +2.7% | -3.9% | -5.4% |
| All | -1.2% | +2.6% | -3.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 5y: compounded portfolio wealth divided by compounded KMB 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…
5y analysis · Full analysis span regression · 6 months rolling