-21.0%
CIFR vs KMB
-0.7%
-20.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.1% | -3.1% |
| 7D | +4.8% | +0.9% | +3.9% | +5.3% |
| 30D | -31.0% | +10.1% | -41.1% | -27.4% |
| 3M | -58.7% | 0.0% | -58.8% | -58.0% |
| 6M | -67.7% | +15.7% | -83.4% | -65.5% |
| YTD | -53.5% | +12.6% | -66.2% | -50.7% |
| 1Y | -54.1% | +10.1% | -64.2% | -51.5% |
| 3Y | +138.2% | +2.1% | +136.0% | +141.0% |
| All | -21.0% | -0.7% | -20.3% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling