-28.2%
CIFR vs KMB
-10.2%
-18.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.7% | +10.6% | +8.2% |
| 7D | +9.4% | +0.1% | +9.3% | +9.6% |
| 30D | -45.3% | +10.2% | -55.5% | -43.0% |
| 3M | -58.7% | +1.5% | -60.2% | -57.9% |
| 6M | -64.9% | +16.6% | -81.6% | -63.1% |
| YTD | -51.8% | +12.1% | -63.9% | -49.6% |
| 1Y | -61.9% | +11.1% | -73.0% | -60.2% |
| 3Y | +138.6% | +1.9% | +136.7% | +139.4% |
| 5Y | -13.0% | -1.3% | -11.7% | -14.0% |
| All | -28.2% | -10.2% | -18.0% | -29.3% |
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