-21.0%
CIFR vs KDP
+16.7%
-37.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -3.6% |
| 7D | +4.8% | -0.8% | +5.6% | +4.8% |
| 30D | -31.0% | +9.7% | -40.7% | -30.1% |
| 3M | -58.7% | +17.6% | -76.3% | -58.0% |
| 6M | -67.7% | +25.8% | -93.5% | -67.3% |
| YTD | -53.5% | +33.9% | -87.4% | -53.1% |
| 1Y | -54.1% | +38.9% | -92.9% | -53.8% |
| 3Y | +138.2% | +26.8% | +111.4% | +130.9% |
| All | -21.0% | +16.7% | -37.6% | -22.3% |
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