+87.0%
CIFR vs KWEB
-57.6%
+144.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +7.0% | +5.8% |
| 7D | +26.7% | -1.3% | +28.0% | +27.4% |
| 30D | +7.7% | -11.5% | +19.3% | +14.8% |
| 3M | -23.8% | -2.9% | -20.9% | -23.3% |
| 6M | +35.9% | -14.6% | +50.5% | +47.7% |
| YTD | +25.4% | -25.5% | +50.9% | +48.0% |
| 1Y | +139.8% | -31.1% | +170.9% | +198.0% |
| 3Y | +515.0% | +3.0% | +512.0% | +515.4% |
| 5Y | +52.1% | -42.6% | +94.7% | +66.7% |
| All | +87.0% | -57.6% | +144.6% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling