-5.0%
KMB vs FBTC
+65.3%
-70.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.6% |
| 7D | -3.0% | +2.9% | -6.0% | -3.0% |
| 30D | -5.5% | +23.0% | -28.5% | -5.2% |
| 3M | +14.0% | +25.6% | -11.6% | +14.4% |
| 6M | +4.1% | +9.0% | -4.9% | +4.3% |
| YTD | +8.0% | -8.9% | +17.0% | +8.3% |
| 1Y | -13.7% | -27.5% | +13.8% | -13.5% |
| All | -5.0% | +65.3% | -70.3% | -4.9% |
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