+563.4%
CIFR vs KMX
-26.0%
+589.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +7.0% |
| 7D | +26.7% | -0.7% | +27.4% | +27.2% |
| 30D | +7.7% | +4.1% | +3.6% | +4.9% |
| 3M | -23.8% | +27.5% | -51.3% | -35.4% |
| 6M | +35.9% | +43.6% | -7.7% | +4.6% |
| YTD | +25.4% | +56.8% | -31.3% | -10.9% |
| 1Y | +139.8% | -1.3% | +141.1% | +134.2% |
| All | +563.4% | -26.0% | +589.4% | +588.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling