+52.1%
CIFR vs KGC
+450.8%
-398.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.7% | +5.4% |
| 7D | +26.7% | +2.4% | +24.2% | +25.4% |
| 30D | +7.7% | +9.2% | -1.5% | +3.6% |
| 3M | -23.8% | +16.7% | -40.5% | -29.5% |
| 6M | +35.9% | -7.0% | +42.9% | +38.9% |
| YTD | +25.4% | +7.5% | +17.9% | +20.8% |
| 1Y | +139.8% | +34.4% | +105.4% | +110.4% |
| 3Y | +515.0% | +552.0% | -37.0% | +175.0% |
| 5Y | +52.1% | +454.5% | -402.4% | -32.3% |
| All | +52.1% | +450.8% | -398.7% | -32.3% |
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