+66.4%
FBTC vs KMX
-16.8%
+83.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.1% | -1.9% | +3.0% | +1.6% |
| 30D | +22.3% | +2.6% | +19.7% | +21.5% |
| 3M | +26.0% | +25.6% | +0.4% | +18.1% |
| 6M | +13.2% | +41.9% | -28.7% | +1.2% |
| YTD | -10.7% | +56.0% | -66.8% | -22.8% |
| 1Y | -30.0% | -1.8% | -28.2% | -30.0% |
| All | +66.4% | -16.8% | +83.3% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling