+1,278.3%
KDP vs FXI
+1.7%
+1,276.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.2% | +5.7% | -3.4% | +1.0% |
| 30D | +19.9% | +4.6% | +15.4% | +18.8% |
| 3M | +21.5% | -2.8% | +24.3% | +22.1% |
| 6M | +30.1% | -6.1% | +36.2% | +31.6% |
| YTD | +34.9% | -8.0% | +43.0% | +36.9% |
| 1Y | +43.4% | -11.3% | +54.7% | +46.5% |
| 3Y | +29.1% | +42.6% | -13.6% | +16.1% |
| 5Y | +15.0% | -0.1% | +15.0% | +9.4% |
| 10Y | +234.1% | +22.7% | +211.3% | +191.1% |
| All | +1,278.3% | +1.7% | +1,276.7% | +988.6% |
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