-46.6%
COIN vs KEEL
-28.6%
-18.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.0% | -0.1% |
| 7D | -5.1% | +2.9% | -8.0% | -6.8% |
| 30D | +17.6% | +0.8% | +16.7% | +15.0% |
| 3M | +9.2% | -35.3% | +44.6% | +24.0% |
| 6M | -11.8% | +59.4% | -71.1% | -39.8% |
| YTD | -22.5% | +51.9% | -74.4% | -46.7% |
| 1Y | -45.9% | +75.0% | -120.9% | -70.4% |
| 3Y | +117.4% | +224.5% | -107.2% | -30.9% |
| 5Y | -29.4% | -35.9% | +6.5% | -60.5% |
| All | -46.6% | -28.6% | -18.0% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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