+79.2%
CIFR vs KIM
+177.1%
-98.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +16.9% | +0.4% | +16.5% | +16.5% |
| 30D | -5.2% | -4.0% | -1.2% | -3.2% |
| 3M | -30.6% | +0.5% | -31.1% | -32.0% |
| 6M | +10.6% | +3.6% | +7.0% | +6.9% |
| YTD | +20.2% | +20.4% | -0.2% | +5.8% |
| 1Y | +139.7% | +9.7% | +130.0% | +121.8% |
| 3Y | +489.4% | +46.0% | +443.4% | +375.7% |
| 5Y | +54.4% | +34.4% | +20.0% | +34.6% |
| All | +79.2% | +177.1% | -98.0% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling