-29.9%
FBTC vs KMX
+55.6%
-85.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.7% |
| 7D | -9.2% | +3.4% | -12.5% | -9.6% |
| 30D | -15.8% | +6.8% | -22.6% | -16.6% |
| 3M | +8.7% | -11.4% | +20.0% | +10.3% |
| 6M | -13.6% | +43.6% | -57.2% | -18.1% |
| YTD | -21.5% | +37.7% | -59.2% | -24.2% |
| 1Y | -29.9% | +53.0% | -82.9% | -33.6% |
| All | -29.9% | +55.6% | -85.5% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling