+30.1%
KDP vs FXI
-4.9%
+35.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.2% | +5.7% | -3.4% | +1.6% |
| 30D | +19.9% | +4.6% | +15.4% | +19.1% |
| 3M | +21.5% | -2.8% | +24.3% | +20.0% |
| 6M | +30.1% | -6.1% | +36.2% | +32.7% |
| All | +30.1% | -4.9% | +35.0% | +32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling