-34.0%
CIFR vs KIM
+201.6%
-235.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -19.6% | +2.8% | -22.3% | -21.0% |
| 30D | -51.7% | +15.9% | -67.6% | -55.8% |
| 3M | -60.0% | +7.8% | -67.8% | -62.0% |
| 6M | -68.2% | +11.9% | -80.1% | -70.9% |
| YTD | -55.8% | +31.0% | -86.8% | -63.1% |
| 1Y | -66.8% | +32.3% | -99.1% | -72.6% |
| 3Y | +119.1% | +65.5% | +53.7% | +64.1% |
| 5Y | -25.3% | +37.2% | -62.5% | -38.2% |
| All | -34.0% | +201.6% | -235.6% | -45.8% |
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