-71.1%
CIFR vs KMX
+35.0%
-106.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.3% | -23.2% | -20.8% |
| 7D | -26.7% | +2.1% | -28.8% | -27.7% |
| 30D | -58.0% | +0.5% | -58.5% | -58.4% |
| 3M | -68.1% | -4.1% | -64.0% | -68.0% |
| 6M | -63.7% | +49.5% | -113.2% | -69.2% |
| YTD | -56.0% | +42.7% | -98.7% | -62.7% |
| 1Y | -71.1% | +35.3% | -106.4% | -75.4% |
| All | -71.1% | +35.0% | -106.1% | -75.4% |
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