-10.7%
KHC vs FXI
+40.3%
-51.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.4% |
| 7D | -2.2% | -1.0% | -1.2% | -2.1% |
| 30D | -0.1% | -3.2% | +3.1% | +0.2% |
| 3M | +8.3% | +1.7% | +6.7% | +8.2% |
| 6M | +5.0% | -1.6% | +6.5% | +5.1% |
| YTD | +8.0% | -7.9% | +15.9% | +8.6% |
| 1Y | -1.1% | -9.6% | +8.5% | -0.4% |
| 3Y | -10.7% | +40.5% | -51.2% | -13.6% |
| All | -10.7% | +40.3% | -51.1% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling