+64.5%
FBTC vs KMX
-15.4%
+79.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | -3.1% | -3.1% | 0.0% | -2.3% |
| 30D | +22.0% | +4.4% | +17.6% | +20.7% |
| 3M | +21.6% | +18.9% | +2.7% | +15.8% |
| 6M | +9.2% | +44.3% | -35.1% | -2.8% |
| YTD | -11.8% | +58.7% | -70.5% | -24.0% |
| 1Y | -32.7% | +0.1% | -32.8% | -33.0% |
| All | +64.5% | -15.4% | +79.9% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling