-35.3%
KEEL vs CBOE
+136.7%
-172.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.0% | +3.7% |
| 7D | +2.9% | -5.8% | +8.7% | +2.7% |
| 30D | +0.8% | -3.1% | +4.0% | +0.8% |
| 3M | -35.3% | -4.8% | -30.6% | -35.4% |
| 6M | +59.4% | -0.6% | +59.9% | +56.3% |
| YTD | +51.9% | +12.8% | +39.1% | +44.8% |
| 1Y | +75.0% | +19.8% | +55.2% | +65.3% |
| 3Y | +224.5% | +86.9% | +137.6% | +121.5% |
| All | -35.3% | +136.7% | -172.0% | -65.3% |
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