-28.2%
CIFR vs KHC
+1.7%
-29.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.8% | +8.9% |
| 7D | +9.4% | -4.6% | +14.0% | +7.8% |
| 30D | -45.3% | +8.1% | -53.4% | -43.6% |
| 3M | -58.7% | 0.0% | -58.7% | -58.1% |
| 6M | -64.9% | +7.9% | -72.9% | -64.0% |
| YTD | -51.8% | +5.3% | -57.1% | -50.5% |
| 1Y | -61.9% | +5.1% | -67.0% | -60.8% |
| 3Y | +138.6% | -12.8% | +151.4% | +140.8% |
| 5Y | -13.0% | -16.2% | +3.2% | -9.6% |
| All | -28.2% | +1.7% | -29.9% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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