+155.8%
KRE vs FXI
+136.8%
+18.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.2% |
| 7D | +1.3% | +1.0% | +0.3% | +0.8% |
| 30D | -2.7% | -0.6% | -2.1% | -2.5% |
| 3M | +8.2% | +1.9% | +6.3% | +6.9% |
| 6M | +12.8% | -0.2% | +13.0% | +12.3% |
| YTD | +17.5% | -5.6% | +23.1% | +19.8% |
| 1Y | +16.6% | -4.7% | +21.3% | +18.0% |
| 3Y | +79.5% | +38.0% | +41.4% | +44.0% |
| 5Y | +32.4% | -2.7% | +35.1% | +20.3% |
| 10Y | +124.1% | +19.9% | +104.2% | +76.6% |
| All | +155.8% | +136.8% | +18.9% | +30.7% |
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