+79.2%
CIFR vs KMB
-13.4%
+92.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +1.6% |
| 7D | +16.9% | -3.0% | +20.0% | +15.9% |
| 30D | -5.2% | -5.5% | +0.3% | -6.6% |
| 3M | -30.6% | +14.0% | -44.5% | -28.5% |
| 6M | +10.6% | +4.1% | +6.5% | +11.6% |
| YTD | +20.2% | +8.0% | +12.1% | +22.8% |
| 1Y | +139.7% | -13.7% | +153.5% | +138.8% |
| 3Y | +489.4% | -5.9% | +495.3% | +478.0% |
| 5Y | +54.4% | -8.6% | +63.0% | +48.6% |
| All | +79.2% | -13.4% | +92.6% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling