+487.4%
CIFR vs KMB
-5.5%
+492.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +1.3% |
| 7D | +16.9% | -3.0% | +20.0% | +15.1% |
| 30D | -5.2% | -5.5% | +0.3% | -7.7% |
| 3M | -30.6% | +14.0% | -44.5% | -26.7% |
| 6M | +10.6% | +4.1% | +6.5% | +12.2% |
| YTD | +20.2% | +8.0% | +12.1% | +25.0% |
| 1Y | +139.7% | -13.7% | +153.5% | +135.6% |
| All | +487.4% | -5.5% | +492.9% | +394.6% |
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