+58.9%
IBIT vs KIM
+40.5%
+18.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | -2.4% | +2.8% | -5.2% | -3.2% |
| 30D | -9.1% | +16.3% | -25.4% | -13.4% |
| 3M | +15.0% | +6.6% | +8.4% | +12.7% |
| 6M | -6.9% | +12.3% | -19.2% | -10.9% |
| YTD | -14.8% | +31.6% | -46.3% | -23.6% |
| 1Y | -28.1% | +31.5% | -59.6% | -35.7% |
| All | +58.9% | +40.5% | +18.5% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling