-71.1%
CIFR vs KVYO
-18.3%
-52.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.1% | -20.1% | -19.9% |
| 7D | -26.7% | +3.9% | -30.7% | -26.2% |
| 30D | -58.0% | +27.9% | -85.9% | -56.4% |
| 3M | -68.1% | +11.8% | -79.9% | -67.1% |
| 6M | -63.7% | -4.9% | -58.7% | -61.2% |
| YTD | -56.0% | -34.2% | -21.7% | -54.7% |
| 1Y | -71.1% | -17.8% | -53.3% | -71.3% |
| All | -71.1% | -18.3% | -52.8% | -71.3% |
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