+113.7%
COIN vs KDP
+2.7%
+111.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.5% |
| 7D | -10.6% | -4.3% | -6.3% | -10.8% |
| 30D | +16.0% | +7.8% | +8.1% | +16.5% |
| 3M | +11.9% | -0.1% | +11.9% | +12.0% |
| 6M | -12.3% | +14.0% | -26.3% | -11.3% |
| YTD | -23.8% | +15.1% | -38.9% | -23.3% |
| 1Y | -45.4% | +18.5% | -63.9% | -45.0% |
| All | +113.7% | +2.7% | +111.0% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling