+58.7%
FBTC vs KIM
+39.6%
+19.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -6.8% | -1.0% | -5.8% | -6.5% |
| 30D | -9.9% | +14.8% | -24.7% | -13.7% |
| 3M | +17.5% | +8.1% | +9.3% | +14.6% |
| 6M | -9.1% | +11.7% | -20.7% | -12.8% |
| YTD | -14.9% | +30.7% | -45.6% | -23.6% |
| 1Y | -27.6% | +29.7% | -57.3% | -34.9% |
| All | +58.7% | +39.6% | +19.1% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 3y: compounded portfolio wealth divided by compounded KIM 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…
3y analysis · Full analysis span regression · 6 months rolling