+38.8%
FXI vs KMX
-14.8%
+53.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -4.2% | +3.4% | -7.6% | -4.5% |
| 30D | -1.1% | +6.8% | -7.9% | -1.8% |
| 3M | -4.0% | -11.4% | +7.4% | -3.1% |
| 6M | -11.8% | +43.6% | -55.4% | -15.4% |
| YTD | -11.9% | +37.7% | -49.6% | -15.8% |
| 1Y | -16.1% | +53.0% | -69.1% | -20.9% |
| 3Y | +38.8% | -16.3% | +55.1% | +37.2% |
| All | +38.8% | -14.8% | +53.6% | +37.2% |
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