THETA: Return Excess Kurtosis (365D)
Theta Network Return Excess Kurtosis (365D) was 1.22 on 9 Nov 2026 (latest daily value).
The excess kurtosis of THETA's daily returns over the last 365 days: how heavy the tails are.
Why use it. High values mean extreme days are far more common than a normal distribution would suggest. How to read it. 0 is a normal distribution's tails; above 3 is very fat-tailed.
Calculation. m4 / m2^2 - 3 of the last 365 daily returns (population central moments). From CryptoKeyhole's own US dollar price chart of THETA, closed periods only. Returns are 24-hour returns r = close / close 24 hours earlier - 1; daily values use the closes of UTC days, hourly values recompute the same statistic at every hour from the closes 24, 48 ... hours before it, so a day's last hour gives its daily value wherever the hourly closes are complete. A window of N days needs N + 1 closes exactly a day apart: a missing close leaves every window that needs it empty, nothing is filled in. The open UTC day shows a labelled partial at the latest completed hour. History starts once the price chart has the window's closes; it is a description of the past, not a forecast.