-46.6%
COIN vs KDP
+1.5%
-48.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | -5.1% | -3.7% | -1.4% | -4.3% |
| 30D | +17.6% | +6.2% | +11.4% | +15.9% |
| 3M | +9.2% | +1.2% | +8.0% | +8.8% |
| 6M | -11.8% | +15.3% | -27.1% | -15.3% |
| YTD | -22.5% | +14.8% | -37.3% | -26.2% |
| 1Y | -45.9% | +17.6% | -63.5% | -49.1% |
| 3Y | +117.4% | +2.1% | +115.3% | +107.7% |
| 5Y | -29.4% | +2.7% | -32.2% | -29.3% |
| All | -46.6% | +1.5% | -48.1% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling