-21.0%
CIFR vs KMI
+148.3%
-169.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.8% |
| 7D | +4.8% | +6.5% | -1.7% | -0.3% |
| 30D | -31.0% | -3.4% | -27.5% | -28.8% |
| 3M | -58.7% | +0.4% | -59.1% | -58.9% |
| 6M | -67.7% | -0.9% | -66.8% | -68.0% |
| YTD | -53.5% | +20.5% | -74.0% | -61.5% |
| 1Y | -54.1% | +23.2% | -77.2% | -62.7% |
| 3Y | +138.2% | +121.6% | +16.6% | +30.6% |
| All | -21.0% | +148.3% | -169.3% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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