+70.7%
CIFR vs KIM
+176.8%
-106.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.8% | -7.9% | -8.3% |
| 7D | +11.3% | -1.0% | +12.3% | +11.9% |
| 30D | +3.5% | -1.1% | +4.6% | +4.0% |
| 3M | -26.6% | -5.3% | -21.3% | -25.3% |
| 6M | +18.1% | +3.9% | +14.2% | +14.0% |
| YTD | +14.5% | +20.3% | -5.8% | +0.9% |
| 1Y | +83.3% | +10.4% | +72.9% | +69.1% |
| 3Y | +461.5% | +46.3% | +415.1% | +353.2% |
| 5Y | +29.3% | +37.6% | -8.3% | +12.9% |
| All | +70.7% | +176.8% | -106.1% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded KIM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling