+471.3%
CIFR vs KEEL
+186.7%
+284.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.3% | +1.6% | 0.0% |
| 7D | -8.2% | +2.7% | -10.9% | -10.3% |
| 30D | -7.4% | +4.6% | -11.9% | -10.5% |
| 3M | -24.2% | -34.5% | +10.3% | +6.3% |
| 6M | +14.2% | +59.3% | -45.1% | -23.0% |
| YTD | +8.0% | +46.4% | -38.4% | -22.8% |
| 1Y | +55.5% | +96.6% | -41.1% | -20.5% |
| All | +471.3% | +186.7% | +284.7% | +173.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling