+79.2%
CIFR vs KORU
+175.9%
-96.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +13.4% | -11.3% | -2.8% |
| 7D | +16.9% | +13.0% | +3.9% | +11.6% |
| 30D | -5.2% | +27.3% | -32.5% | -14.5% |
| 3M | -30.6% | -55.3% | +24.7% | -22.6% |
| 6M | +10.6% | +11.6% | -1.0% | -24.7% |
| YTD | +20.2% | +158.5% | -138.4% | -44.8% |
| 1Y | +139.7% | +482.2% | -342.4% | -22.1% |
| 3Y | +489.4% | +471.9% | +17.5% | +73.0% |
| 5Y | +54.4% | +41.1% | +13.3% | -48.9% |
| All | +79.2% | +175.9% | -96.7% | -42.4% |
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