+19.8%
CBOE vs KIM
+9.2%
+10.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -5.8% | -1.7% | -4.1% | -5.5% |
| 30D | -3.1% | -3.0% | -0.2% | -2.7% |
| 3M | -4.8% | -8.9% | +4.1% | -3.6% |
| 6M | -0.6% | +2.4% | -2.9% | -0.1% |
| YTD | +12.8% | +18.3% | -5.5% | +12.8% |
| 1Y | +19.8% | +8.2% | +11.6% | +19.1% |
| All | +19.8% | +9.2% | +10.5% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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