+29.3%
CIFR vs KMX
-54.2%
+83.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.4% |
| 7D | +11.3% | -1.9% | +13.2% | +12.7% |
| 30D | +3.5% | +2.6% | +0.9% | +1.6% |
| 3M | -26.6% | +25.6% | -52.2% | -37.8% |
| 6M | +18.1% | +41.9% | -23.8% | -9.5% |
| YTD | +14.5% | +56.0% | -41.5% | -19.5% |
| 1Y | +83.3% | -1.8% | +85.1% | +73.3% |
| 3Y | +461.5% | -25.7% | +487.2% | +543.8% |
| 5Y | +29.3% | -54.7% | +84.1% | +86.3% |
| All | +29.3% | -54.2% | +83.5% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling