-30.6%
COIN vs KEY
+37.9%
-68.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -10.6% | -1.8% | -8.8% | -9.4% |
| 30D | +16.0% | -3.3% | +19.3% | +18.5% |
| 3M | +11.9% | -0.2% | +12.1% | +11.2% |
| 6M | -12.3% | +12.1% | -24.5% | -20.9% |
| YTD | -23.8% | +8.4% | -32.2% | -29.2% |
| 1Y | -45.4% | +17.6% | -63.0% | -52.5% |
| 3Y | +109.9% | +123.3% | -13.5% | +20.2% |
| 5Y | -30.6% | +39.5% | -70.1% | -37.1% |
| All | -30.6% | +37.9% | -68.5% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling