+29.3%
CIFR vs KDP
+3.6%
+25.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.3% | -8.7% |
| 7D | +11.3% | -1.6% | +12.9% | +11.3% |
| 30D | +3.5% | +9.5% | -6.0% | +3.6% |
| 3M | -26.6% | +2.6% | -29.3% | -26.6% |
| 6M | +18.1% | +15.6% | +2.5% | +16.8% |
| YTD | +14.5% | +17.3% | -2.8% | +13.3% |
| 1Y | +83.3% | +20.1% | +63.2% | +80.5% |
| 3Y | +461.5% | +4.9% | +456.6% | +436.0% |
| 5Y | +29.3% | +5.0% | +24.3% | +21.0% |
| All | +29.3% | +3.6% | +25.7% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling