+116.3%
CBOE vs KIM
+65.6%
+50.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | +24.9% | +14.1% | +10.8% | +24.0% |
| 3M | +28.5% | +6.0% | +22.5% | +27.9% |
| 6M | +2.9% | +13.2% | -10.4% | +2.4% |
| YTD | +50.7% | +30.4% | +20.3% | +49.5% |
| 1Y | +45.5% | +31.0% | +14.4% | +44.3% |
| 3Y | +116.3% | +67.6% | +48.7% | +116.4% |
| All | +116.3% | +65.6% | +50.8% | +116.4% |
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