+1,036.7%
CBOE vs KIM
+237.7%
+798.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | +2.6% | -1.7% | +4.4% | +3.0% |
| 3M | +4.9% | -0.8% | +5.8% | +5.1% |
| 6M | -2.2% | +4.4% | -6.6% | -3.2% |
| YTD | +17.7% | +21.2% | -3.5% | +12.7% |
| 1Y | +26.1% | +10.5% | +15.5% | +23.0% |
| 3Y | +97.1% | +47.5% | +49.6% | +77.3% |
| 5Y | +149.2% | +37.1% | +112.1% | +124.6% |
| 10Y | +385.1% | +29.5% | +355.6% | +326.6% |
| All | +1,036.7% | +237.7% | +798.9% | +609.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling