+117.4%
COIN vs KGC
+524.7%
-407.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | -5.1% | -5.6% | +0.6% | -3.2% |
| 30D | +17.6% | +6.1% | +11.4% | +16.0% |
| 3M | +9.2% | +17.3% | -8.1% | +4.4% |
| 6M | -11.8% | -10.3% | -1.5% | -9.4% |
| YTD | -22.5% | +3.9% | -26.4% | -23.5% |
| 1Y | -45.9% | +25.7% | -71.6% | -49.3% |
| 3Y | +117.4% | +526.0% | -408.6% | +16.9% |
| All | +117.4% | +524.7% | -407.3% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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