-7.0%
FXI vs KMX
-54.8%
+47.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.8% | -3.4% | +0.6% | -2.3% |
| 30D | -3.7% | +4.0% | -7.7% | -4.3% |
| 3M | -0.4% | +24.8% | -25.2% | -4.0% |
| 6M | -5.4% | +43.6% | -49.0% | -11.4% |
| YTD | -9.6% | +56.6% | -66.2% | -16.9% |
| 1Y | -11.9% | +2.2% | -14.2% | -13.6% |
| 3Y | +37.8% | -25.4% | +63.3% | +40.3% |
| 5Y | -7.0% | -55.0% | +48.0% | -0.3% |
| All | -7.0% | -54.8% | +47.8% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling