+79.2%
CIFR vs KMX
-31.4%
+110.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.5% |
| 7D | +16.9% | +1.9% | +15.0% | +15.8% |
| 30D | -5.2% | +11.7% | -16.9% | -11.3% |
| 3M | -30.6% | +34.9% | -65.5% | -42.6% |
| 6M | +10.6% | +50.3% | -39.7% | -15.8% |
| YTD | +20.2% | +63.8% | -43.6% | -14.7% |
| 1Y | +139.7% | +3.8% | +135.9% | +120.8% |
| 3Y | +489.4% | -24.3% | +513.6% | +561.1% |
| 5Y | +54.4% | -50.2% | +104.6% | +97.6% |
| All | +79.2% | -31.4% | +110.6% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling