+430.6%
KLAC vs FXI
-8.2%
+438.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -2.8% |
| 7D | +2.5% | -2.8% | +5.3% | +3.9% |
| 30D | -11.5% | -3.7% | -7.8% | -9.9% |
| 3M | -16.9% | -0.4% | -16.5% | -17.2% |
| 6M | +22.2% | -5.4% | +27.7% | +25.4% |
| YTD | +46.4% | -9.6% | +56.0% | +54.3% |
| 1Y | +91.0% | -11.9% | +102.9% | +104.2% |
| 3Y | +264.6% | +37.8% | +226.7% | +210.3% |
| 5Y | +430.6% | -7.0% | +437.6% | +433.2% |
| All | +430.6% | -8.2% | +438.8% | +433.2% |
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