+177.6%
KEEL vs CBOE
+29.2%
+148.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +7.8% | -3.6% | +11.4% | +6.2% |
| 30D | -11.7% | +5.1% | -16.8% | -9.9% |
| 3M | -41.5% | +4.6% | -46.1% | -40.1% |
| 6M | +54.9% | -0.3% | +55.2% | +54.1% |
| YTD | +47.7% | +19.8% | +27.9% | +44.3% |
| 1Y | +177.6% | +28.4% | +149.2% | +211.2% |
| All | +177.6% | +29.2% | +148.4% | +211.2% |
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 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