+69.8%
IBIT vs KIM
+28.6%
+41.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +23.1% | -4.0% | +27.1% | +24.7% |
| 3M | +25.6% | +0.5% | +25.0% | +24.6% |
| 6M | +9.1% | +3.6% | +5.5% | +7.0% |
| YTD | -8.9% | +20.4% | -29.3% | -16.1% |
| 1Y | -27.5% | +9.7% | -37.2% | -30.4% |
| All | +69.8% | +28.6% | +41.3% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling