+26.8%
KDP vs CBOE
+119.7%
-92.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.5% |
| 7D | -0.8% | +6.3% | -7.1% | -1.2% |
| 30D | +9.7% | +24.9% | -15.2% | +8.2% |
| 3M | +17.6% | +28.5% | -10.8% | +15.9% |
| 6M | +25.8% | +2.9% | +22.9% | +26.1% |
| YTD | +33.9% | +50.7% | -16.8% | +29.4% |
| 1Y | +38.9% | +45.5% | -6.6% | +34.8% |
| 3Y | +26.8% | +116.3% | -89.5% | +17.0% |
| All | +26.8% | +119.7% | -92.9% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling