+139.7%
CIFR vs KMX
+5.0%
+134.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | +16.9% | +1.9% | +15.0% | +16.2% |
| 30D | -5.2% | +11.7% | -16.9% | -9.3% |
| 3M | -30.6% | +34.9% | -65.5% | -38.9% |
| 6M | +10.6% | +50.3% | -39.7% | -8.6% |
| YTD | +20.2% | +63.8% | -43.6% | -4.9% |
| 1Y | +139.7% | +3.8% | +135.9% | +170.2% |
| All | +139.7% | +5.0% | +134.7% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling