+0.2%
KMB vs FBTC
+52.5%
-52.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -1.1% |
| 7D | +6.0% | -5.4% | +11.4% | +5.9% |
| 30D | +13.5% | -10.5% | +24.0% | +13.3% |
| 3M | +3.8% | +15.1% | -11.3% | +4.0% |
| 6M | +15.6% | -8.3% | +23.8% | +15.7% |
| YTD | +14.0% | -16.0% | +30.0% | +14.1% |
| 1Y | +12.9% | -30.7% | +43.6% | +13.1% |
| All | +0.2% | +52.5% | -52.3% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling