+87.0%
CIFR vs KIM
+179.0%
-92.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.7% | +4.0% |
| 7D | +26.7% | -0.3% | +27.0% | +26.9% |
| 30D | +7.7% | -1.7% | +9.5% | +8.6% |
| 3M | -23.8% | -0.8% | -23.0% | -24.6% |
| 6M | +35.9% | +4.4% | +31.5% | +30.8% |
| YTD | +25.4% | +21.2% | +4.2% | +10.0% |
| 1Y | +139.8% | +10.5% | +129.2% | +121.0% |
| 3Y | +515.0% | +47.5% | +467.5% | +394.1% |
| 5Y | +52.1% | +37.1% | +15.0% | +32.2% |
| All | +87.0% | +179.0% | -92.1% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling