-30.7%
CIFR vs KMX
-42.3%
+11.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.7% |
| 7D | +4.8% | +3.4% | +1.4% | +2.8% |
| 30D | -31.0% | +6.8% | -37.8% | -35.0% |
| 3M | -58.7% | -11.4% | -47.4% | -56.7% |
| 6M | -67.7% | +43.6% | -111.3% | -75.0% |
| YTD | -53.5% | +37.7% | -91.3% | -64.4% |
| 1Y | -54.1% | +53.0% | -107.0% | -67.4% |
| 3Y | +138.2% | -16.3% | +154.5% | +150.3% |
| 5Y | -18.5% | -64.2% | +45.7% | +14.1% |
| All | -30.7% | -42.3% | +11.6% | -5.4% |
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 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