+68.7%
CIFR vs KMB
+2.8%
+65.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.8% | +19.8% | +16.7% |
| 7D | -10.2% | +0.5% | -10.7% | -8.7% |
| 30D | -55.0% | +12.4% | -67.4% | -51.2% |
| 3M | -64.1% | +1.0% | -65.0% | -63.1% |
| 6M | -70.1% | +12.1% | -82.3% | -67.7% |
| YTD | -55.7% | +11.6% | -67.3% | -52.1% |
| 1Y | -69.9% | +13.1% | -83.0% | -67.2% |
| 3Y | +68.7% | +1.6% | +67.1% | +47.6% |
| All | +68.7% | +2.8% | +65.9% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling