We present an approach to the calculation of arbitrary spectral, thermal, and excited state properties within the full configuration interaction quzantum Monte Carlo framework. This is achieved via an unbiased projection of the Hamiltonian eigenvalue problem into a space of stochastically sampled Krylov vectors, thus, enabling the calculation of real-frequency spectral and thermal properties and avoiding explicit analytic continuation. We use this approach to calculate temperature-dependent properties and one- and two-body spectral functions for various Hubbard models, as well as isolated excited states in ab initio systems.