+36.8%
FXI vs KMX
-26.3%
+63.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -2.8% | -1.9% | -0.9% | -2.6% |
| 30D | -5.3% | +2.6% | -7.9% | -5.6% |
| 3M | +0.3% | +25.6% | -25.2% | -2.1% |
| 6M | -4.6% | +41.9% | -46.4% | -8.6% |
| YTD | -9.1% | +56.0% | -65.1% | -14.1% |
| 1Y | -12.0% | -1.8% | -10.2% | -11.7% |
| All | +36.8% | -26.3% | +63.2% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 3y: compounded portfolio wealth divided by compounded KMX 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…
3y analysis · Full analysis span regression · 6 months rolling