+70.7%
CIFR vs KEEL
+1,513.0%
-1,442.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.5% |
| 7D | +11.3% | +19.3% | -8.0% | +2.9% |
| 30D | +3.5% | +9.1% | -5.6% | 0.0% |
| 3M | -26.6% | -31.5% | +4.9% | -10.5% |
| 6M | +18.1% | +75.8% | -57.7% | -5.7% |
| YTD | +14.5% | +57.9% | -43.4% | -3.2% |
| 1Y | +83.3% | +133.3% | -50.0% | +32.0% |
| 3Y | +461.5% | +204.1% | +257.4% | +320.8% |
| 5Y | +29.3% | -37.5% | +66.8% | +10.9% |
| All | +70.7% | +1,513.0% | -1,442.3% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling