-1.9%
KMB vs FBTC
+56.9%
-58.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.5% | -1.2% | +1.7% | +0.4% |
| 30D | +12.4% | -9.1% | +21.5% | +12.2% |
| 3M | +1.0% | +17.6% | -16.6% | +1.2% |
| 6M | +12.1% | -7.1% | +19.2% | +12.3% |
| YTD | +11.6% | -13.6% | +25.2% | +11.8% |
| 1Y | +13.1% | -25.1% | +38.2% | +13.3% |
| All | -1.9% | +56.9% | -58.8% | -1.8% |
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