-47.5%
COIN vs KGC
+333.5%
-381.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | +0.2% |
| 7D | -10.6% | -8.4% | -2.2% | -7.5% |
| 30D | +16.0% | +6.3% | +9.6% | +13.9% |
| 3M | +11.9% | +22.4% | -10.5% | +4.3% |
| 6M | -12.3% | -11.4% | -0.9% | -8.8% |
| YTD | -23.8% | +3.1% | -27.0% | -25.6% |
| 1Y | -45.4% | +26.6% | -72.0% | -51.0% |
| 3Y | +109.9% | +525.6% | -415.7% | -7.9% |
| 5Y | -30.6% | +451.7% | -482.3% | -69.6% |
| All | -47.5% | +333.5% | -381.0% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling