+221.8%
FXI vs KMB
+276.4%
-54.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.3% |
| 7D | +1.0% | -3.0% | +4.1% | +2.5% |
| 30D | -0.6% | -5.5% | +4.9% | +2.0% |
| 3M | +1.9% | +14.0% | -12.1% | -5.5% |
| 6M | -0.2% | +4.1% | -4.3% | -3.4% |
| YTD | -5.6% | +8.0% | -13.6% | -10.7% |
| 1Y | -4.7% | -13.7% | +9.1% | +0.1% |
| 3Y | +38.0% | -5.9% | +44.0% | +34.5% |
| 5Y | -2.7% | -8.6% | +5.9% | -6.2% |
| 10Y | +19.9% | +17.3% | +2.6% | -13.8% |
| All | +221.8% | +276.4% | -54.6% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling