+93.3%
KO vs COIN
-54.8%
+148.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | -1.1% | -10.6% | +9.5% | -1.1% |
| 30D | +1.6% | +16.0% | -14.4% | +1.5% |
| 3M | +5.8% | +11.9% | -6.1% | +5.7% |
| 6M | +14.3% | -12.3% | +26.6% | +14.3% |
| YTD | +27.3% | -23.8% | +51.1% | +27.4% |
| 1Y | +33.2% | -45.4% | +78.5% | +33.5% |
| 3Y | +64.5% | +109.9% | -45.4% | +59.1% |
| 5Y | +83.1% | -30.6% | +113.7% | +74.6% |
| All | +93.3% | -54.8% | +148.1% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 COIN 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