+14.7%
FXI vs KNX
+166.7%
-152.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -3.9% | -5.6% | +1.7% | -2.7% |
| 30D | -2.1% | -4.4% | +2.3% | -1.3% |
| 3M | -0.5% | -17.3% | +16.9% | +3.1% |
| 6M | -4.5% | +22.6% | -27.2% | -9.5% |
| YTD | -9.2% | +31.1% | -40.4% | -15.6% |
| 1Y | -13.8% | +60.2% | -74.0% | -23.7% |
| 3Y | +36.6% | +35.8% | +0.8% | +22.5% |
| 5Y | -6.7% | +38.9% | -45.6% | -17.8% |
| All | +14.7% | +166.7% | -152.1% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 10y: compounded portfolio wealth divided by compounded KNX 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…
10y analysis · Full analysis span regression · 6 months rolling