+70.2%
CIFR vs KNX
+84.5%
-14.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.6% |
| 7D | -5.0% | -5.6% | +0.6% | -1.8% |
| 30D | -5.7% | -4.4% | -1.3% | -3.2% |
| 3M | -25.5% | -17.3% | -8.2% | -18.2% |
| 6M | +19.4% | +22.6% | -3.2% | +1.8% |
| YTD | +14.2% | +31.1% | -17.0% | -7.6% |
| 1Y | +69.0% | +60.2% | +8.8% | +16.7% |
| 3Y | +503.9% | +35.8% | +468.2% | +358.8% |
| 5Y | +27.7% | +38.9% | -11.3% | -7.7% |
| All | +70.2% | +84.5% | -14.3% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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