-27.8%
COIN vs KTOS
+100.3%
-128.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.1% |
| 7D | -5.1% | -2.4% | -2.7% | -3.9% |
| 30D | +17.6% | -26.8% | +44.4% | +37.6% |
| 3M | +9.2% | -20.6% | +29.8% | +20.8% |
| 6M | -11.8% | -47.5% | +35.7% | +19.3% |
| YTD | -22.5% | -38.5% | +16.0% | -8.6% |
| 1Y | -45.9% | -31.0% | -14.9% | -42.4% |
| 3Y | +117.4% | +216.5% | -99.2% | -24.6% |
| All | -27.8% | +100.3% | -128.1% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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