+291.6%
KLAC vs FXI
+38.3%
+253.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +3.1% |
| 7D | +10.6% | -1.0% | +11.5% | +11.1% |
| 30D | -4.5% | -3.2% | -1.3% | -3.0% |
| 3M | -10.3% | +1.7% | -11.9% | -11.5% |
| 6M | +40.9% | -1.6% | +42.4% | +41.8% |
| YTD | +56.1% | -7.9% | +64.0% | +63.7% |
| 1Y | +109.0% | -9.6% | +118.6% | +121.7% |
| All | +291.6% | +38.3% | +253.4% | +237.4% |
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