-29.5%
CIFR vs KDP
+14.9%
-44.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.7% | +18.6% | +17.8% |
| 7D | -10.2% | +2.2% | -12.4% | -9.5% |
| 30D | -55.0% | +19.9% | -75.0% | -54.3% |
| 3M | -64.1% | +21.5% | -85.5% | -63.4% |
| 6M | -70.1% | +30.1% | -100.2% | -69.8% |
| YTD | -55.7% | +34.9% | -90.6% | -55.3% |
| 1Y | -69.9% | +43.4% | -113.2% | -69.7% |
| 3Y | +68.7% | +29.1% | +39.6% | +62.9% |
| All | -29.5% | +14.9% | -44.4% | -30.7% |
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