-45.5%
COIN vs KDP
+5.3%
-50.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +1.2% | +2.1% | -0.9% | +0.8% |
| 30D | +16.5% | +8.5% | +8.0% | +14.3% |
| 3M | +10.4% | +6.6% | +3.8% | +8.6% |
| 6M | -9.3% | +17.1% | -26.3% | -13.1% |
| YTD | -20.9% | +19.0% | -39.9% | -25.2% |
| 1Y | -40.8% | +21.8% | -62.6% | -44.7% |
| 3Y | +118.0% | +6.4% | +111.5% | +105.8% |
| 5Y | -30.7% | +5.1% | -35.8% | -31.0% |
| All | -45.5% | +5.3% | -50.8% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling