+6.5%
KDP vs CBOE
+147.9%
-141.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +2.1% | -4.6% | +6.7% | +2.6% |
| 30D | +8.5% | +2.6% | +5.8% | +8.0% |
| 3M | +6.6% | +4.9% | +1.7% | +5.8% |
| 6M | +17.1% | -2.2% | +19.2% | +16.7% |
| YTD | +19.0% | +17.7% | +1.3% | +14.9% |
| 1Y | +21.8% | +26.1% | -4.3% | +15.9% |
| 3Y | +6.4% | +97.1% | -90.7% | -8.7% |
| All | +6.5% | +147.9% | -141.4% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling