-71.1%
CIFR vs KEYS
+55.9%
-127.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -6.3% | -13.6% | -12.4% |
| 7D | -26.7% | -14.8% | -11.9% | -9.9% |
| 30D | -58.0% | -25.6% | -32.4% | -39.4% |
| 3M | -68.1% | -16.2% | -51.9% | -59.3% |
| 6M | -63.7% | -18.6% | -45.0% | -52.8% |
| YTD | -56.0% | +40.7% | -96.6% | -68.9% |
| 1Y | -71.1% | +59.6% | -130.7% | -82.5% |
| All | -71.1% | +55.9% | -127.0% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling