+278.4%
KGC vs FBTC
+42.6%
+235.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.9% |
| 7D | -6.7% | -9.2% | +2.5% | -4.9% |
| 30D | -6.7% | -15.8% | +9.1% | -3.4% |
| 3M | -22.6% | +8.7% | -31.2% | -23.4% |
| 6M | -33.4% | -13.6% | -19.8% | -32.0% |
| YTD | -26.0% | -21.5% | -4.5% | -24.2% |
| 1Y | -18.3% | -29.9% | +11.6% | -15.4% |
| All | +278.4% | +42.6% | +235.8% | +280.7% |
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