+471.3%
CIFR vs KWEB
-2.9%
+474.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.4% | -4.3% | -4.6% |
| 7D | -8.2% | -4.3% | -3.9% | -5.1% |
| 30D | -7.4% | -13.0% | +5.6% | +2.8% |
| 3M | -24.2% | -7.6% | -16.6% | -20.6% |
| 6M | +14.2% | -21.1% | +35.3% | +36.1% |
| YTD | +8.0% | -28.2% | +36.2% | +39.8% |
| 1Y | +55.5% | -34.9% | +90.4% | +117.9% |
| All | +471.3% | -2.9% | +474.2% | +476.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling