+286.1%
KLAC vs FXI
-9.2%
+295.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.0% | -4.2% | +14.2% | +12.2% |
| 30D | -14.8% | -1.1% | -13.7% | -14.6% |
| 3M | -27.2% | -4.0% | -23.2% | -26.0% |
| 6M | -17.5% | -11.8% | -5.6% | -12.7% |
| YTD | +25.8% | -11.9% | +37.7% | +33.9% |
| 1Y | +31.8% | -16.1% | +47.9% | +43.7% |
| 3Y | +195.3% | +38.8% | +156.5% | +148.8% |
| All | +286.1% | -9.2% | +295.3% | +326.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling