+139.7%
CIFR vs KVYO
-39.6%
+179.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.8% | +7.9% | +1.6% |
| 7D | +16.9% | -7.6% | +24.6% | +16.1% |
| 30D | -5.2% | -3.6% | -1.6% | -4.9% |
| 3M | -30.6% | +17.9% | -48.5% | -30.1% |
| 6M | +10.6% | -4.7% | +15.3% | +12.5% |
| YTD | +20.2% | -42.7% | +62.9% | +31.1% |
| 1Y | +139.7% | -40.3% | +180.0% | +170.6% |
| All | +139.7% | -39.6% | +179.4% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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