+32.7%
KO vs CIFR
+122.3%
-89.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -0.7% |
| 7D | -1.8% | +16.9% | -18.7% | -1.1% |
| 30D | +1.4% | -5.2% | +6.6% | +1.4% |
| 3M | +15.4% | -30.6% | +46.0% | +14.9% |
| 6M | +14.3% | +10.6% | +3.7% | +15.2% |
| YTD | +27.7% | +20.2% | +7.5% | +29.3% |
| 1Y | +32.7% | +139.7% | -107.0% | +30.8% |
| All | +32.7% | +122.3% | -89.6% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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