-28.2%
CIFR vs KORU
+0.4%
-28.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +18.4% | -9.6% | +1.9% |
| 7D | +9.4% | -18.1% | +27.5% | +15.0% |
| 30D | -45.3% | -45.7% | +0.4% | -32.9% |
| 3M | -58.7% | -51.6% | -7.1% | -49.0% |
| 6M | -64.9% | -82.6% | +17.7% | -49.9% |
| YTD | -51.8% | -5.9% | -45.9% | -69.3% |
| 1Y | -61.9% | +3.3% | -65.2% | -76.9% |
| 3Y | +138.6% | +154.5% | -15.9% | -7.9% |
| 5Y | -13.0% | -26.6% | +13.6% | -60.3% |
| All | -28.2% | +0.4% | -28.6% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling