-34.0%
CIFR vs KHC
+1.6%
-35.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.4% |
| 7D | -19.6% | -1.1% | -18.4% | -19.6% |
| 30D | -51.7% | +8.8% | -60.5% | -50.1% |
| 3M | -60.0% | -1.2% | -58.8% | -59.6% |
| 6M | -68.2% | +4.6% | -72.9% | -67.5% |
| YTD | -55.8% | +5.1% | -60.9% | -54.5% |
| 1Y | -66.8% | +6.2% | -73.0% | -65.8% |
| 3Y | +119.1% | -12.9% | +132.0% | +121.1% |
| 5Y | -25.3% | -16.8% | -8.5% | -22.3% |
| All | -34.0% | +1.6% | -35.7% | -32.8% |
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