+64.9%
CIFR vs KORU
+428.8%
-363.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.5% | -10.2% | -9.2% |
| 7D | +11.3% | +20.1% | -8.8% | +4.3% |
| 30D | +3.5% | +47.5% | -44.0% | -10.3% |
| 3M | -26.6% | -30.1% | +3.4% | -28.5% |
| 6M | +18.1% | +20.1% | -2.0% | -21.0% |
| YTD | +14.5% | +166.6% | -152.1% | -53.1% |
| All | +64.9% | +428.8% | -363.9% | -54.5% |
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