+69.0%
CIFR vs KRMN
-43.1%
+112.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +4.2% |
| 7D | -5.0% | -11.8% | +6.7% | +2.0% |
| 30D | -5.7% | -43.0% | +37.3% | +29.2% |
| 3M | -25.5% | -28.8% | +3.3% | -14.4% |
| 6M | +19.4% | -66.3% | +85.8% | +128.5% |
| YTD | +14.2% | -51.8% | +65.9% | +51.0% |
| 1Y | +69.0% | -44.7% | +113.7% | +113.3% |
| All | +69.0% | -43.1% | +112.1% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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