+741.6%
KO vs FXI
+209.6%
+532.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -0.8% | -2.8% | +2.0% | -0.2% |
| 30D | +0.8% | -5.3% | +6.1% | +1.9% |
| 3M | +8.3% | +0.3% | +8.0% | +8.2% |
| 6M | +14.0% | -4.6% | +18.6% | +14.9% |
| YTD | +26.9% | -9.1% | +36.0% | +29.1% |
| 1Y | +32.7% | -12.0% | +44.6% | +35.6% |
| 3Y | +63.9% | +38.6% | +25.3% | +48.5% |
| 5Y | +81.7% | -6.6% | +88.3% | +75.3% |
| 10Y | +183.0% | +15.0% | +168.0% | +153.2% |
| All | +741.6% | +209.6% | +532.0% | +419.8% |
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