+61.0%
CIFR vs KMX
-34.4%
+95.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.4% | -6.1% | -5.9% |
| 7D | -8.2% | -3.4% | -4.8% | -6.5% |
| 30D | -7.4% | +4.0% | -11.4% | -9.6% |
| 3M | -24.2% | +24.8% | -49.0% | -34.4% |
| 6M | +14.2% | +43.6% | -29.4% | -10.9% |
| YTD | +8.0% | +56.6% | -48.6% | -21.4% |
| 1Y | +55.5% | +2.2% | +53.3% | +44.5% |
| 3Y | +429.6% | -25.4% | +455.0% | +498.7% |
| 5Y | +20.8% | -55.0% | +75.8% | +58.8% |
| All | +61.0% | -34.4% | +95.4% | +108.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling