+30.9%
KRE vs FXI
-6.0%
+36.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -1.1% | -2.8% | +1.7% | -0.4% |
| 30D | -3.4% | -5.3% | +1.9% | -2.2% |
| 3M | +3.7% | +0.3% | +3.4% | +3.5% |
| 6M | +14.8% | -4.6% | +19.3% | +15.8% |
| YTD | +14.7% | -9.1% | +23.7% | +16.9% |
| 1Y | +16.0% | -12.0% | +28.0% | +19.0% |
| 3Y | +84.3% | +38.6% | +45.6% | +66.1% |
| 5Y | +30.9% | -6.6% | +37.4% | +34.4% |
| All | +30.9% | -6.0% | +36.9% | +34.4% |
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