-27.8%
COIN vs KIM
+35.9%
-63.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +2.2% |
| 7D | -5.1% | -1.7% | -3.3% | -3.4% |
| 30D | +17.6% | -3.0% | +20.6% | +20.8% |
| 3M | +9.2% | -8.9% | +18.1% | +18.8% |
| 6M | -11.8% | +2.4% | -14.1% | -15.9% |
| YTD | -22.5% | +18.3% | -40.8% | -37.5% |
| 1Y | -45.9% | +8.2% | -54.1% | -52.0% |
| 3Y | +117.4% | +44.0% | +73.4% | +30.0% |
| All | -27.8% | +35.9% | -63.7% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling