+8.4%
KHC vs FBTC
-11.6%
+20.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +0.6% |
| 7D | -3.3% | -6.3% | +2.9% | -3.7% |
| 30D | +9.1% | -14.3% | +23.4% | +8.1% |
| 3M | +1.4% | +12.6% | -11.2% | -1.0% |
| 6M | +8.4% | -11.8% | +20.2% | +11.6% |
| All | +8.4% | -11.6% | +20.0% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling