-29.7%
CIFR vs KGC
+285.6%
-315.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +3.0% | +14.9% | +16.5% |
| 7D | -10.2% | +10.5% | -20.7% | -15.4% |
| 30D | -55.0% | -4.1% | -51.0% | -54.3% |
| 3M | -64.1% | -13.1% | -51.0% | -62.0% |
| 6M | -70.1% | -27.5% | -42.6% | -65.8% |
| YTD | -55.7% | -20.7% | -34.9% | -51.1% |
| 1Y | -69.9% | -6.1% | -63.8% | -69.0% |
| 3Y | +68.7% | +318.6% | -249.9% | -10.6% |
| All | -29.7% | +285.6% | -315.3% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling