+94.1%
CBOE vs KIM
+45.1%
+49.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -0.8% | -1.0% | +0.2% | -0.7% |
| 30D | +2.7% | -1.1% | +3.8% | +2.7% |
| 3M | +0.7% | -5.3% | +6.0% | +0.9% |
| 6M | -2.0% | +3.9% | -5.9% | -2.0% |
| YTD | +17.1% | +20.3% | -3.1% | +16.9% |
| 1Y | +26.5% | +10.4% | +16.1% | +26.3% |
| All | +94.1% | +45.1% | +49.0% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling