-31.2%
CIFR vs KHC
+2.4%
-33.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +3.8% |
| 7D | -0.7% | -2.0% | +1.3% | -0.9% |
| 30D | -49.6% | +9.7% | -59.3% | -47.9% |
| 3M | -60.4% | -2.0% | -58.3% | -60.0% |
| 6M | -66.9% | +5.4% | -72.3% | -66.0% |
| YTD | -53.9% | +5.9% | -59.8% | -52.5% |
| 1Y | -67.1% | +7.5% | -74.5% | -66.0% |
| 3Y | +118.3% | -12.4% | +130.7% | +120.8% |
| 5Y | -26.9% | -15.8% | -11.0% | -23.8% |
| All | -31.2% | +2.4% | -33.6% | -29.7% |
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 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