-24.6%
KHC vs FBTC
+52.5%
-77.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.1% | -5.4% | +4.2% | -1.1% |
| 30D | +8.8% | -10.5% | +19.3% | +8.9% |
| 3M | -1.2% | +15.1% | -16.3% | -1.6% |
| 6M | +4.6% | -8.3% | +12.9% | +4.5% |
| YTD | +5.1% | -16.0% | +21.1% | +5.1% |
| 1Y | +6.2% | -30.7% | +36.9% | +6.6% |
| All | -24.6% | +52.5% | -77.2% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling