+43.5%
KDP vs FXI
-10.5%
+54.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.2% | +1.7% | +5.6% |
| 7D | +5.3% | +6.6% | -1.2% | +5.0% |
| 30D | +19.1% | +2.2% | +16.9% | +18.7% |
| 3M | +19.2% | -4.7% | +23.9% | +18.7% |
| 6M | +29.3% | -4.7% | +33.9% | +29.9% |
| YTD | +35.5% | -9.0% | +44.5% | +34.0% |
| 1Y | +43.5% | -10.5% | +54.0% | +41.7% |
| All | +43.5% | -10.5% | +54.0% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling