-46.6%
COIN vs KR
+74.8%
-121.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.8% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | +17.6% | +5.1% | +12.5% | +17.7% |
| 3M | +9.2% | -8.2% | +17.4% | +9.2% |
| 6M | -11.8% | -18.0% | +6.2% | -11.8% |
| YTD | -22.5% | -4.8% | -17.7% | -22.9% |
| 1Y | -45.9% | -11.0% | -34.9% | -46.0% |
| 3Y | +117.4% | +37.7% | +79.7% | +99.6% |
| 5Y | -29.4% | +52.8% | -82.2% | -32.4% |
| All | -46.6% | +74.8% | -121.4% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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