-33.9%
CIFR vs KGC
+175.7%
-209.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +3.0% | +14.9% | +16.7% |
| 7D | -10.2% | +10.5% | -20.7% | -14.7% |
| 30D | -55.0% | -4.1% | -51.0% | -54.4% |
| 3M | -64.1% | -13.1% | -51.0% | -62.2% |
| 6M | -70.1% | -27.5% | -42.6% | -66.4% |
| YTD | -55.7% | -20.7% | -34.9% | -51.6% |
| 1Y | -69.9% | -6.1% | -63.8% | -68.9% |
| 3Y | +68.7% | +318.6% | -249.9% | +4.2% |
| 5Y | -26.2% | +289.9% | -316.2% | -57.6% |
| All | -33.9% | +175.7% | -209.6% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling