+170.1%
KDP vs CBOE
+379.3%
-209.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | -4.3% | -3.7% | -0.6% | -3.7% |
| 30D | +7.8% | +2.0% | +5.8% | +7.3% |
| 3M | -0.1% | -4.2% | +4.2% | +0.4% |
| 6M | +14.0% | +1.2% | +12.8% | +12.5% |
| YTD | +15.1% | +15.4% | -0.3% | +10.3% |
| 1Y | +18.5% | +23.5% | -5.0% | +11.8% |
| 3Y | +2.9% | +93.2% | -90.3% | -13.2% |
| 5Y | +3.0% | +142.0% | -139.0% | -18.4% |
| All | +170.1% | +379.3% | -209.2% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling