+119.2%
KEYS vs FBTC
+62.5%
+56.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | +4.4% | +1.5% | +2.9% | +4.1% |
| 30D | -2.2% | +20.7% | -22.9% | -5.9% |
| 3M | +0.5% | +23.7% | -23.1% | -3.8% |
| 6M | +22.4% | +15.0% | +7.4% | +18.5% |
| YTD | +64.1% | -10.5% | +74.6% | +65.7% |
| 1Y | +97.0% | -30.3% | +127.2% | +108.6% |
| All | +119.2% | +62.5% | +56.8% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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