+15.2%
KDP vs CBOE
+29.2%
-14.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +1.3% | -3.6% | +4.9% | +1.3% |
| 30D | +6.0% | +5.1% | +0.9% | +6.0% |
| 3M | +9.2% | +4.6% | +4.6% | +9.5% |
| 6M | +14.7% | -0.3% | +15.0% | +15.2% |
| YTD | +19.2% | +19.8% | -0.6% | +21.4% |
| 1Y | +15.2% | +28.4% | -13.2% | +16.7% |
| All | +15.2% | +29.2% | -14.0% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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