+209.5%
CIFR vs KRMN
+32.3%
+177.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.1% | +4.7% |
| 7D | +26.7% | -3.4% | +30.1% | +28.8% |
| 30D | +7.7% | -31.8% | +39.6% | +29.1% |
| 3M | -23.8% | -20.0% | -3.8% | -18.2% |
| 6M | +35.9% | -60.5% | +96.4% | +111.3% |
| YTD | +25.4% | -45.8% | +71.2% | +63.7% |
| 1Y | +139.8% | -36.4% | +176.1% | +198.4% |
| All | +209.5% | +32.3% | +177.2% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling