-47.5%
COIN vs KIM
+50.0%
-97.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.3% |
| 7D | -10.6% | -1.5% | -9.1% | -9.3% |
| 30D | +16.0% | -1.7% | +17.6% | +17.4% |
| 3M | +11.9% | -7.1% | +19.0% | +18.8% |
| 6M | -12.3% | +2.9% | -15.2% | -16.4% |
| YTD | -23.8% | +18.8% | -42.7% | -37.7% |
| 1Y | -45.4% | +9.4% | -54.8% | -51.5% |
| 3Y | +109.9% | +44.6% | +65.3% | +33.1% |
| 5Y | -30.6% | +37.9% | -68.6% | -44.9% |
| All | -47.5% | +50.0% | -97.5% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling