+26.9%
CIFR vs KEYS
+87.1%
-60.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.0% | +1.7% | +1.1% |
| 7D | -5.0% | +3.5% | -8.5% | -8.5% |
| 30D | -5.7% | -4.5% | -1.2% | +0.2% |
| 3M | -25.5% | -0.4% | -25.1% | -24.9% |
| 6M | +19.4% | +19.1% | +0.3% | -0.2% |
| YTD | +14.2% | +66.7% | -52.5% | -36.6% |
| 1Y | +69.0% | +96.5% | -27.5% | -22.3% |
| 3Y | +503.9% | +155.2% | +348.8% | +123.3% |
| All | +26.9% | +87.1% | -60.2% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling