+148.6%
KRE vs FXI
+121.0%
+27.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.7% | -4.2% | +5.0% | +2.8% |
| 30D | +6.1% | -1.1% | +7.3% | +6.6% |
| 3M | -5.9% | -4.0% | -2.0% | -4.3% |
| 6M | +9.6% | -11.8% | +21.4% | +15.7% |
| YTD | +14.2% | -11.9% | +26.1% | +20.1% |
| 1Y | +22.5% | -16.1% | +38.6% | +31.9% |
| 3Y | +90.4% | +38.8% | +51.6% | +51.8% |
| 5Y | +11.9% | -9.1% | +20.9% | +5.1% |
| 10Y | +88.8% | +18.4% | +70.4% | +49.1% |
| All | +148.6% | +121.0% | +27.6% | +31.0% |
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