+96.7%
KMI vs FBTC
+60.2%
+36.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.7% | -3.1% | +1.4% | -1.5% |
| 30D | -2.7% | +22.0% | -24.8% | -4.2% |
| 3M | -0.7% | +21.6% | -22.3% | -2.2% |
| 6M | -5.0% | +9.2% | -14.2% | -5.7% |
| YTD | +15.5% | -11.8% | +27.2% | +16.5% |
| 1Y | +16.4% | -32.7% | +49.1% | +20.4% |
| All | +96.7% | +60.2% | +36.5% | +86.2% |
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