-50.7%
COIN vs KDP
+41.3%
-92.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.9% | -1.7% | +5.5% |
| 7D | -6.7% | +5.3% | -12.0% | -5.7% |
| 30D | -19.5% | +19.1% | -38.6% | -16.5% |
| 3M | +0.5% | +19.2% | -18.6% | +4.0% |
| 6M | -25.4% | +29.3% | -54.6% | -19.1% |
| YTD | -33.0% | +35.5% | -68.5% | -29.4% |
| 1Y | -50.7% | +43.5% | -94.2% | -47.7% |
| All | -50.7% | +41.3% | -92.0% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling