+208.1%
FXI vs KNX
+500.2%
-292.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | -3.7% | +1.0% | -4.7% | -4.2% |
| 3M | -0.4% | -12.6% | +12.2% | +3.5% |
| 6M | -5.4% | +21.1% | -26.5% | -13.0% |
| YTD | -9.6% | +33.2% | -42.8% | -20.2% |
| 1Y | -11.9% | +67.8% | -79.7% | -29.0% |
| 3Y | +37.8% | +37.3% | +0.5% | +14.5% |
| 5Y | -7.0% | +41.1% | -48.1% | -25.5% |
| 10Y | +14.3% | +170.6% | -156.3% | -37.5% |
| All | +208.1% | +500.2% | -292.1% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling