+70.7%
CIFR vs KMB
-18.5%
+89.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.1% | -4.6% | -9.9% |
| 7D | +11.3% | -8.6% | +19.9% | +8.4% |
| 30D | +3.5% | -7.5% | +11.0% | +1.2% |
| 3M | -26.6% | -0.6% | -26.0% | -27.0% |
| 6M | +18.1% | -1.5% | +19.6% | +17.0% |
| YTD | +14.5% | +1.6% | +12.9% | +14.8% |
| 1Y | +83.3% | -20.8% | +104.1% | +79.1% |
| 3Y | +461.5% | -12.4% | +473.9% | +440.5% |
| 5Y | +29.3% | -12.9% | +42.2% | +22.2% |
| All | +70.7% | -18.5% | +89.3% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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