+70.7%
CIFR vs KGC
+274.8%
-204.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.3% | -9.0% | -8.8% |
| 7D | +11.3% | -0.1% | +11.4% | +11.5% |
| 30D | +3.5% | +10.5% | -7.0% | -0.5% |
| 3M | -26.6% | +19.8% | -46.4% | -32.1% |
| 6M | +18.1% | -6.7% | +24.8% | +20.3% |
| YTD | +14.5% | +7.8% | +6.7% | +11.1% |
| 1Y | +83.3% | +35.7% | +47.6% | +64.2% |
| 3Y | +461.5% | +553.7% | -92.2% | +195.0% |
| 5Y | +29.3% | +461.7% | -432.4% | -33.9% |
| All | +70.7% | +274.8% | -204.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling