-46.6%
COIN vs KMX
-53.1%
+6.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.9% |
| 7D | -5.1% | -3.1% | -2.0% | -3.1% |
| 30D | +17.6% | +4.4% | +13.1% | +14.7% |
| 3M | +9.2% | +18.9% | -9.7% | -3.6% |
| 6M | -11.8% | +44.3% | -56.0% | -33.9% |
| YTD | -22.5% | +58.7% | -81.2% | -46.4% |
| 1Y | -45.9% | +0.1% | -46.0% | -50.0% |
| 3Y | +117.4% | -24.4% | +141.8% | +133.4% |
| 5Y | -29.4% | -54.4% | +25.0% | -4.2% |
| All | -46.6% | -53.1% | +6.5% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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