+70.7%
CIFR vs KEYS
+209.4%
-138.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -7.9% |
| 7D | +11.3% | +2.9% | +8.4% | +8.1% |
| 30D | +3.5% | -1.3% | +4.8% | +5.9% |
| 3M | -26.6% | -0.1% | -26.5% | -26.0% |
| 6M | +18.1% | +17.4% | +0.7% | +1.9% |
| YTD | +14.5% | +62.9% | -48.4% | -31.2% |
| 1Y | +83.3% | +95.7% | -12.5% | -8.9% |
| 3Y | +461.5% | +150.2% | +311.3% | +137.5% |
| 5Y | +29.3% | +83.1% | -53.8% | -34.0% |
| All | +70.7% | +209.4% | -138.6% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling