+70.2%
CIFR vs KR
+95.5%
-25.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +6.3% |
| 7D | -5.0% | -0.2% | -4.8% | -5.1% |
| 30D | -5.7% | +5.1% | -10.8% | -4.4% |
| 3M | -25.5% | -8.2% | -17.4% | -25.8% |
| 6M | +19.4% | -18.0% | +37.4% | +17.8% |
| YTD | +14.2% | -4.8% | +18.9% | +14.4% |
| 1Y | +69.0% | -11.0% | +80.0% | +68.5% |
| 3Y | +503.9% | +37.7% | +466.3% | +507.6% |
| 5Y | +27.7% | +52.8% | -25.1% | +30.7% |
| All | +70.2% | +95.5% | -25.3% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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