+138.2%
CIFR vs KORU
+138.6%
-0.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.4% | -1.9% |
| 7D | +4.8% | +11.1% | -6.3% | +0.1% |
| 30D | -31.0% | -40.6% | +9.6% | -18.0% |
| 3M | -58.7% | -63.9% | +5.2% | -42.6% |
| 6M | -67.7% | -82.8% | +15.1% | -52.9% |
| YTD | -53.5% | -15.4% | -38.1% | -72.6% |
| 1Y | -54.1% | -3.3% | -50.8% | -75.1% |
| 3Y | +138.2% | +136.2% | +2.0% | -14.9% |
| All | +138.2% | +138.6% | -0.4% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling