+70.7%
CIFR vs KHC
+3.2%
+67.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.2% | -7.5% | -9.0% |
| 7D | +11.3% | -4.8% | +16.1% | +10.0% |
| 30D | +3.5% | +0.3% | +3.2% | +3.8% |
| 3M | -26.6% | +6.7% | -33.3% | -25.5% |
| 6M | +18.1% | +4.2% | +13.9% | +19.9% |
| YTD | +14.5% | +6.7% | +7.8% | +16.8% |
| 1Y | +83.3% | -1.4% | +84.7% | +86.1% |
| 3Y | +461.5% | -11.8% | +473.2% | +460.7% |
| 5Y | +29.3% | -13.4% | +42.7% | +32.7% |
| All | +70.7% | +3.2% | +67.5% | +72.7% |
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