+33.6%
KO vs FXI
-12.8%
+46.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -1.1% | -2.8% | +1.7% | -1.1% |
| 30D | +1.6% | -3.7% | +5.2% | +1.5% |
| 3M | +5.8% | -0.4% | +6.2% | +6.0% |
| 6M | +14.3% | -5.4% | +19.7% | +14.1% |
| YTD | +27.3% | -9.6% | +36.9% | +26.0% |
| All | +33.6% | -12.8% | +46.4% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling