+70.2%
CIFR vs KWEB
-58.9%
+129.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.1% | +5.3% |
| 7D | -5.0% | -5.6% | +0.5% | -1.9% |
| 30D | -5.7% | -10.7% | +5.0% | +0.4% |
| 3M | -25.5% | -7.4% | -18.1% | -22.9% |
| 6M | +19.4% | -19.3% | +38.7% | +34.1% |
| YTD | +14.2% | -27.8% | +41.9% | +37.2% |
| 1Y | +69.0% | -35.9% | +104.9% | +118.5% |
| 3Y | +503.9% | -1.9% | +505.9% | +521.5% |
| 5Y | +27.7% | -43.2% | +70.8% | +42.3% |
| All | +70.2% | -58.9% | +129.1% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling