-31.2%
CIFR vs KDP
+46.0%
-77.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +4.2% |
| 7D | -0.7% | +0.3% | -1.1% | -0.1% |
| 30D | -49.6% | +16.3% | -65.9% | -49.1% |
| 3M | -60.4% | +24.0% | -84.3% | -59.8% |
| 6M | -66.9% | +30.0% | -96.8% | -66.7% |
| YTD | -53.9% | +36.1% | -89.9% | -53.7% |
| 1Y | -67.1% | +46.8% | -113.9% | -67.2% |
| 3Y | +118.3% | +30.5% | +87.8% | +111.8% |
| 5Y | -26.9% | +17.9% | -44.8% | -27.4% |
| All | -31.2% | +46.0% | -77.2% | -33.4% |
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