+157.6%
KMI vs FXI
-6.0%
+163.6%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -1.8% | -2.8% | +1.0% | -1.4% |
| 30D | +0.1% | -5.3% | +5.4% | +0.7% |
| 3M | +1.2% | +0.3% | +0.8% | +1.0% |
| 6M | -3.9% | -4.6% | +0.7% | -3.5% |
| YTD | +17.5% | -9.1% | +26.6% | +18.8% |
| 1Y | +22.6% | -12.0% | +34.6% | +24.4% |
| 3Y | +116.3% | +38.6% | +77.6% | +102.7% |
| 5Y | +157.6% | -6.6% | +164.2% | +165.0% |
| All | +157.6% | -6.0% | +163.6% | +165.0% |
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 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