+87.0%
CIFR vs KDP
+27.7%
+59.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.5% | +4.3% |
| 7D | +26.7% | +2.1% | +24.6% | +26.8% |
| 30D | +7.7% | +8.5% | -0.7% | +7.9% |
| 3M | -23.8% | +6.6% | -30.4% | -23.9% |
| 6M | +35.9% | +17.1% | +18.8% | +34.6% |
| YTD | +25.4% | +19.0% | +6.4% | +24.3% |
| 1Y | +139.8% | +21.8% | +118.0% | +136.6% |
| 3Y | +515.0% | +6.4% | +508.5% | +493.5% |
| 5Y | +52.1% | +5.1% | +46.9% | +48.7% |
| All | +87.0% | +27.7% | +59.2% | +78.9% |
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