+70.2%
CIFR vs KEEL
+1,452.2%
-1,382.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.8% | +1.9% | +4.0% |
| 7D | -5.0% | +2.9% | -7.9% | -6.2% |
| 30D | -5.7% | +0.8% | -6.6% | -5.3% |
| 3M | -25.5% | -35.3% | +9.8% | -6.9% |
| 6M | +19.4% | +59.4% | -40.0% | -0.3% |
| YTD | +14.2% | +51.9% | -37.8% | -1.7% |
| 1Y | +69.0% | +75.0% | -6.0% | +38.1% |
| 3Y | +503.9% | +224.5% | +279.4% | +348.4% |
| 5Y | +27.7% | -35.9% | +63.6% | +11.5% |
| All | +70.2% | +1,452.2% | -1,382.0% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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