XTTA (XTTA) and KAITO (KAITO) compared side by side. Over the past 1 year, KAITO is ahead by 24.0 percentage points (XTTA -98.1% against KAITO -74.1%). Their daily returns move barely together (correlation 0.05 across 373 shared trading days). XTTA has been the more volatile of the two, at 134% annualised against KAITO's 104%.
XTTAKAITO
0.05over 373 shared trading days
Measured on daily returns rather than on prices. Two assets that both simply trend upward score near 1.0 on raw prices whether or not they move together, so returns are what answer the question people mean by correlation.
| Metric | XTTA | KAITO |
|---|---|---|
| Max drawdown (400d) | -98.3% | -83.8% |
| Risk-adjusted return (90d) | -0.74 | -0.76 |
| Best 30 days (past year) | +116.1% | +133.5% |
| Worst 30 days (past year) | -65.8% | -75.3% |
Relative strength over 90 days: KAITO outperformed XTTA by 32.0% — measured on the XTTA/KAITO ratio, so it holds regardless of market direction.