-54.3%
KHC vs FXI
+13.0%
-67.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -4.8% | -2.8% | -2.0% | -4.3% |
| 30D | +0.3% | -5.3% | +5.6% | +1.2% |
| 3M | +6.7% | +0.3% | +6.4% | +6.6% |
| 6M | +4.2% | -4.6% | +8.7% | +4.8% |
| YTD | +6.7% | -9.1% | +15.8% | +8.2% |
| 1Y | -1.4% | -12.0% | +10.6% | +0.3% |
| 3Y | -11.8% | +38.6% | -50.4% | -18.4% |
| 5Y | -13.4% | -6.6% | -6.8% | -11.8% |
| 10Y | -54.3% | +15.0% | -69.3% | -59.0% |
| All | -54.3% | +13.0% | -67.2% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling