+139.7%
CIFR vs KWEB
-27.0%
+166.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | -0.3% |
| 7D | +16.9% | -1.0% | +18.0% | +18.2% |
| 30D | -5.2% | -8.7% | +3.5% | +5.1% |
| 3M | -30.6% | -4.0% | -26.6% | -28.5% |
| 6M | +10.6% | -13.1% | +23.7% | +32.7% |
| YTD | +20.2% | -23.5% | +43.7% | +84.8% |
| 1Y | +139.7% | -27.2% | +166.9% | +314.1% |
| All | +139.7% | -27.0% | +166.8% | +314.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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