-6.2%
FXI vs KMB
-9.5%
+3.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.5% | -2.3% |
| 7D | -1.0% | -2.7% | +1.8% | -0.7% |
| 30D | -3.2% | -5.0% | +1.8% | -2.9% |
| 3M | +1.7% | +6.6% | -4.9% | +0.9% |
| 6M | -1.6% | +1.0% | -2.5% | -1.9% |
| YTD | -7.9% | +6.0% | -13.9% | -8.7% |
| 1Y | -9.6% | -16.6% | +7.0% | -8.1% |
| 3Y | +40.5% | -8.6% | +49.1% | +40.8% |
| 5Y | -6.2% | -10.9% | +4.6% | -8.8% |
| All | -6.2% | -9.5% | +3.3% | -8.8% |
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