+26.2%
KLAC vs FXI
-10.5%
+36.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.2% | -8.3% | -7.2% |
| 7D | -5.7% | +6.6% | -12.2% | -10.4% |
| 30D | -27.6% | +2.2% | -29.8% | -28.8% |
| 3M | -23.3% | -4.7% | -18.5% | -20.0% |
| 6M | -12.4% | -4.7% | -7.7% | -7.4% |
| YTD | +23.7% | -9.0% | +32.7% | +45.2% |
| 1Y | +26.2% | -10.5% | +36.7% | +49.6% |
| All | +26.2% | -10.5% | +36.7% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling