+17.0%
KDP vs FXI
-0.9%
+17.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.2% | +5.7% | -3.4% | +1.9% |
| 30D | +19.9% | +4.6% | +15.4% | +19.6% |
| 3M | +21.5% | -2.8% | +24.3% | +21.6% |
| 6M | +30.1% | -6.1% | +36.2% | +30.5% |
| YTD | +34.9% | -8.0% | +43.0% | +35.4% |
| 1Y | +43.4% | -11.3% | +54.7% | +44.2% |
| 3Y | +29.1% | +42.6% | -13.6% | +26.0% |
| All | +17.0% | -0.9% | +17.9% | +16.5% |
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