+52.0%
KR vs FXI
-6.5%
+58.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | -0.2% | -3.9% | +3.7% | -0.3% |
| 30D | +5.1% | -2.1% | +7.2% | +5.0% |
| 3M | -8.2% | -0.5% | -7.7% | -8.2% |
| 6M | -18.0% | -4.5% | -13.5% | -18.1% |
| YTD | -4.8% | -9.2% | +4.5% | -5.0% |
| 1Y | -11.0% | -13.8% | +2.8% | -11.3% |
| 3Y | +37.7% | +36.6% | +1.1% | +38.2% |
| All | +52.0% | -6.5% | +58.5% | +49.9% |
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