+714.0%
KDP vs CBOE
+1,045.3%
-331.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +1.3% | -3.6% | +4.9% | +1.9% |
| 30D | +6.0% | +5.1% | +0.9% | +4.9% |
| 3M | +9.2% | +4.6% | +4.6% | +7.8% |
| 6M | +14.7% | -0.3% | +15.0% | +13.7% |
| YTD | +19.2% | +19.8% | -0.6% | +13.8% |
| 1Y | +15.2% | +28.4% | -13.2% | +8.2% |
| 3Y | +6.0% | +104.1% | -98.1% | -10.4% |
| 5Y | +5.4% | +150.9% | -145.5% | -15.4% |
| 10Y | +171.9% | +393.5% | -221.6% | +85.5% |
| All | +714.0% | +1,045.3% | -331.3% | +353.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling