-28.2%
CIFR vs KDP
+51.2%
-79.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.8% | +7.1% | +9.1% |
| 7D | +9.4% | +4.0% | +5.4% | +10.0% |
| 30D | -45.3% | +16.8% | -62.1% | -44.5% |
| 3M | -58.7% | +32.0% | -90.7% | -58.0% |
| 6M | -64.9% | +35.2% | -100.1% | -64.6% |
| YTD | -51.8% | +40.9% | -92.7% | -51.5% |
| 1Y | -61.9% | +47.7% | -109.6% | -61.8% |
| 3Y | +138.6% | +34.8% | +103.8% | +132.8% |
| 5Y | -13.0% | +22.6% | -35.6% | -13.3% |
| All | -28.2% | +51.2% | -79.4% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling