+79.2%
CIFR vs KHC
+4.2%
+75.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.0% |
| 7D | +16.9% | -1.8% | +18.7% | +16.5% |
| 30D | -5.2% | -1.9% | -3.3% | -5.3% |
| 3M | -30.6% | +14.4% | -45.0% | -28.8% |
| 6M | +10.6% | +8.7% | +1.9% | +13.1% |
| YTD | +20.2% | +7.8% | +12.4% | +23.0% |
| 1Y | +139.7% | -1.5% | +141.2% | +143.9% |
| 3Y | +489.4% | -9.9% | +499.2% | +490.8% |
| 5Y | +54.4% | -10.7% | +65.1% | +58.6% |
| All | +79.2% | +4.2% | +75.0% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling