+61.0%
IBIT vs KIM
+39.0%
+22.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.1% | +4.1% | -5.2% | -2.3% |
| 30D | -9.2% | +16.8% | -26.0% | -13.6% |
| 3M | +17.5% | +5.7% | +11.8% | +15.5% |
| 6M | -7.2% | +9.7% | -16.9% | -10.4% |
| YTD | -13.6% | +30.2% | -43.9% | -22.4% |
| 1Y | -25.1% | +32.1% | -57.2% | -33.3% |
| All | +61.0% | +39.0% | +22.0% | +40.7% |
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