+6.8%
KDP vs FXI
-4.2%
+11.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | +1.3% | +1.0% | +0.2% | +1.2% |
| 30D | +6.0% | -0.6% | +6.5% | +6.0% |
| 3M | +9.2% | +1.9% | +7.3% | +9.1% |
| 6M | +14.7% | -0.2% | +14.9% | +14.7% |
| YTD | +19.2% | -5.6% | +24.8% | +19.5% |
| 1Y | +15.2% | -4.7% | +19.8% | +15.4% |
| 3Y | +6.0% | +38.0% | -32.1% | +3.3% |
| All | +6.8% | -4.2% | +11.1% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling