+117.4%
COIN vs KEY
+122.3%
-4.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.3% |
| 7D | -5.1% | -1.5% | -3.5% | -3.7% |
| 30D | +17.6% | -3.7% | +21.3% | +21.1% |
| 3M | +9.2% | -1.3% | +10.5% | +9.3% |
| 6M | -11.8% | +13.3% | -25.1% | -23.1% |
| YTD | -22.5% | +9.0% | -31.5% | -29.7% |
| 1Y | -45.9% | +18.7% | -64.6% | -54.9% |
| 3Y | +117.4% | +125.3% | -7.9% | +26.9% |
| All | +117.4% | +122.3% | -4.9% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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