+111.8%
KMI vs FXI
+27.4%
+84.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -1.1% |
| 7D | -0.5% | +1.0% | -1.5% | -0.9% |
| 30D | +0.9% | -0.6% | +1.5% | +1.0% |
| 3M | 0.0% | +1.9% | -1.9% | -0.8% |
| 6M | -5.7% | -0.2% | -5.5% | -6.0% |
| YTD | +17.5% | -5.6% | +23.1% | +19.0% |
| 1Y | +22.3% | -4.7% | +27.0% | +23.2% |
| 3Y | +111.9% | +38.0% | +73.9% | +81.1% |
| 5Y | +151.8% | -2.7% | +154.5% | +138.8% |
| 10Y | +138.7% | +19.9% | +118.7% | +98.5% |
| All | +111.8% | +27.4% | +84.5% | +65.6% |
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