-39.8%
COIN vs KNX
+68.2%
-108.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.8% | -8.0% | -5.5% |
| 7D | +3.4% | +7.4% | -4.0% | +0.9% |
| 30D | +23.2% | +2.0% | +21.2% | +22.3% |
| 3M | +12.5% | -7.9% | +20.4% | +15.0% |
| 6M | -11.6% | +14.4% | -26.0% | -17.6% |
| YTD | -18.4% | +38.9% | -57.3% | -30.6% |
| 1Y | -39.8% | +65.9% | -105.7% | -52.5% |
| All | -39.8% | +68.2% | -108.0% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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