+1,117.5%
KDP vs FXI
+4.4%
+1,113.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +1.3% | +1.0% | +0.2% | +1.0% |
| 30D | +6.0% | -0.6% | +6.5% | +6.1% |
| 3M | +9.2% | +1.9% | +7.3% | +8.6% |
| 6M | +14.7% | -0.2% | +14.9% | +14.5% |
| YTD | +19.2% | -5.6% | +24.8% | +20.2% |
| 1Y | +15.2% | -4.7% | +19.8% | +15.8% |
| 3Y | +6.0% | +38.0% | -32.1% | -4.0% |
| 5Y | +5.4% | -2.7% | +8.1% | +1.1% |
| 10Y | +171.9% | +19.9% | +152.0% | +138.7% |
| All | +1,117.5% | +4.4% | +1,113.1% | +856.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling