+133.4%
KR vs FXI
+17.1%
+116.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | -0.2% | -3.9% | +3.7% | -0.1% |
| 30D | +5.1% | -2.1% | +7.2% | +5.1% |
| 3M | -8.2% | -0.5% | -7.7% | -8.1% |
| 6M | -18.0% | -4.5% | -13.5% | -17.9% |
| YTD | -4.8% | -9.2% | +4.5% | -4.6% |
| 1Y | -11.0% | -13.8% | +2.8% | -10.7% |
| 3Y | +37.7% | +36.6% | +1.1% | +35.2% |
| 5Y | +52.8% | -6.7% | +59.4% | +54.5% |
| All | +133.4% | +17.1% | +116.3% | +127.6% |
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 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