+70.2%
CIFR vs KORU
+171.2%
-101.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.0% | -3.3% | +2.4% |
| 7D | -5.0% | -1.7% | -3.3% | -4.6% |
| 30D | -5.7% | +13.5% | -19.2% | -11.0% |
| 3M | -25.5% | -45.2% | +19.7% | -19.0% |
| 6M | +19.4% | +17.1% | +2.3% | -19.5% |
| YTD | +14.2% | +154.1% | -140.0% | -47.3% |
| 1Y | +69.0% | +375.7% | -306.7% | -40.8% |
| 3Y | +503.9% | +474.0% | +29.9% | +77.1% |
| 5Y | +27.7% | +60.4% | -32.8% | -57.8% |
| All | +70.2% | +171.2% | -101.0% | -45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling