+1,290.0%
KDP vs FXI
+0.8%
+1,289.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | +0.3% | +4.4% | -4.0% | -0.6% |
| 30D | +16.3% | +1.2% | +15.1% | +16.0% |
| 3M | +24.0% | -4.2% | +28.2% | +25.0% |
| 6M | +30.0% | -6.2% | +36.2% | +31.5% |
| YTD | +36.1% | -8.8% | +44.9% | +38.3% |
| 1Y | +46.8% | -11.6% | +58.4% | +50.1% |
| 3Y | +30.5% | +45.1% | -14.7% | +16.9% |
| 5Y | +17.9% | -1.2% | +19.1% | +12.5% |
| 10Y | +239.3% | +20.1% | +219.2% | +197.2% |
| All | +1,290.0% | +0.8% | +1,289.2% | +999.7% |
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 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