-45.9%
COIN vs KNX
+65.4%
-111.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.3% |
| 7D | -5.1% | -5.6% | +0.5% | -3.2% |
| 30D | +17.6% | -4.4% | +22.0% | +19.4% |
| 3M | +9.2% | -17.3% | +26.6% | +16.0% |
| 6M | -11.8% | +22.6% | -34.4% | -20.6% |
| YTD | -22.5% | +31.1% | -53.6% | -32.7% |
| 1Y | -45.9% | +60.2% | -106.1% | -57.7% |
| All | -45.9% | +65.4% | -111.3% | -57.7% |
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