+129.5%
KMI vs FXI
+17.1%
+112.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.7% | -3.9% | +2.2% | -0.7% |
| 30D | -2.7% | -2.1% | -0.6% | -2.2% |
| 3M | -0.7% | -0.5% | -0.2% | -0.7% |
| 6M | -5.0% | -4.5% | -0.4% | -4.1% |
| YTD | +15.5% | -9.2% | +24.7% | +18.0% |
| 1Y | +16.4% | -13.8% | +30.2% | +20.5% |
| 3Y | +114.2% | +36.6% | +77.6% | +87.4% |
| 5Y | +153.3% | -6.7% | +159.9% | +152.9% |
| All | +129.5% | +17.1% | +112.5% | +94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling