-50.7%
COIN vs KIM
+33.1%
-83.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +4.3% |
| 7D | -6.7% | +10.6% | -17.3% | -6.3% |
| 30D | -19.5% | +17.5% | -37.0% | -19.2% |
| 3M | +0.5% | +4.7% | -4.2% | +1.2% |
| 6M | -25.4% | +13.1% | -38.5% | -26.7% |
| YTD | -33.0% | +32.1% | -65.1% | -34.3% |
| 1Y | -50.7% | +32.7% | -83.4% | -51.8% |
| All | -50.7% | +33.1% | -83.8% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling