-27.8%
COIN vs KRE
+32.1%
-59.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -5.1% | -1.8% | -3.3% | -3.1% |
| 30D | +17.6% | -4.5% | +22.1% | +23.4% |
| 3M | +9.2% | +2.7% | +6.5% | +4.8% |
| 6M | -11.8% | +16.9% | -28.6% | -27.4% |
| YTD | -22.5% | +15.4% | -37.9% | -35.4% |
| 1Y | -45.9% | +16.1% | -62.0% | -55.5% |
| 3Y | +117.4% | +85.7% | +31.7% | +7.8% |
| All | -27.8% | +32.1% | -59.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 5y: compounded portfolio wealth divided by compounded KRE 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…
5y analysis · Full analysis span regression · 6 months rolling