-71.1%
CIFR vs KORU
+20.3%
-91.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -5.3% | -14.7% | -18.1% |
| 7D | -26.7% | -24.3% | -2.4% | -18.8% |
| 30D | -58.0% | -54.2% | -3.8% | -45.4% |
| 3M | -68.1% | -45.4% | -22.7% | -61.9% |
| 6M | -63.7% | -66.5% | +2.8% | -60.2% |
| YTD | -56.0% | +14.9% | -70.9% | -74.2% |
| 1Y | -71.1% | +22.5% | -93.7% | -83.6% |
| All | -71.1% | +20.3% | -91.5% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 1y: compounded portfolio wealth divided by compounded KORU 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…
1y analysis · Full analysis span regression · 6 months rolling