+6,953.5%
KLAC vs FXI
+200.0%
+6,753.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.0% | -4.2% | +14.2% | +12.4% |
| 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% | -12.5% |
| YTD | +25.8% | -11.9% | +37.7% | +34.3% |
| 1Y | +31.8% | -16.1% | +47.9% | +44.3% |
| 3Y | +195.3% | +38.8% | +156.5% | +141.6% |
| 5Y | +285.9% | -9.1% | +295.0% | +281.5% |
| 10Y | +2,247.6% | +18.4% | +2,229.2% | +1,986.9% |
| All | +6,953.5% | +200.0% | +6,753.5% | +3,365.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling