+69.0%
CIFR vs KWEB
-35.0%
+104.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.1% | +4.9% |
| 7D | -5.0% | -5.6% | +0.5% | +1.7% |
| 30D | -5.7% | -10.7% | +5.0% | +7.8% |
| 3M | -25.5% | -7.4% | -18.1% | -20.7% |
| 6M | +19.4% | -19.3% | +38.7% | +58.3% |
| YTD | +14.2% | -27.8% | +41.9% | +87.0% |
| 1Y | +69.0% | -35.9% | +104.9% | +240.9% |
| All | +69.0% | -35.0% | +104.0% | +240.9% |
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 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