+200.3%
FXI vs KMX
+370.1%
-169.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -4.2% | +3.4% | -7.6% | -5.2% |
| 30D | -1.1% | +6.8% | -7.9% | -3.3% |
| 3M | -4.0% | -11.4% | +7.4% | -1.2% |
| 6M | -11.8% | +43.6% | -55.4% | -22.3% |
| YTD | -11.9% | +37.7% | -49.6% | -22.8% |
| 1Y | -16.1% | +53.0% | -69.1% | -29.0% |
| 3Y | +38.8% | -16.3% | +55.1% | +32.5% |
| 5Y | -9.1% | -64.2% | +55.2% | +8.4% |
| 10Y | +18.4% | -2.8% | +21.3% | -11.9% |
| All | +200.3% | +370.1% | -169.9% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling